INDX-SPGSCI

S&P GSCI

Index

$752.04+8.68 (+1.17%)Close Oct 16, 2026

Jan 3, 1984 – Oct 16, 2026

Final balance: $35,495
CAGR: +3.01%
Max drawdown: −74.36%
Sharpe ratio: 0.25

Growth of $10,000

Trailing returns (%)

S&P GSCI's average annual return was 7.19% over the last 10 years and 2.66% over the last 20 years, through Oct 16, 2026. $10,000 in the S&P GSCI on Oct 14, 2016 grew to $20,021 by Oct 16, 2026.

Ticker	1M	3M	6M	YTD	1Y	3Y	5Y	10Y	15Y	20Y	25Y	30Y	Since 1984
INDX-SPGSCI	−0.56	+13.66	+5.82	+37.10	+38.83	+8.34	+4.91	+7.19	+1.10	+2.66	+5.94	+4.35	+3.01

1M: −0.56%
3M: +13.66%
6M: +5.82%
YTD: +37.10%
1Y: +38.83%
3Y: +8.34%
5Y: +4.91%
10Y: +7.19%
15Y: +1.10%
20Y: +2.66%
25Y: +5.94%
30Y: +4.35%
Since 1984: +3.01%

Annual returns

2026 through Oct 16

S&P GSCI returns by year

Year	Return
2026 through Oct 16	+37.10%
2025	−0.20%
2024	+2.61%
2023	−12.20%
2022	+8.71%
2021	+37.05%
2020	−6.13%
2019	+16.53%
2018	−15.39%
2017	+11.11%
2016	+27.77%
2015	−25.46%
2014	−33.87%
2013	−2.21%
2012	+0.26%
2011	+2.07%
2010	+20.44%
2009	+50.30%
2008	−42.80%
2007	+40.71%
2006	+0.45%
2005	+39.05%
2004	+19.16%
2003	+10.80%
2002	+39.01%
2001	−31.49%
2000	+26.93%
1999	+46.25%
1998	−24.26%
1997	−18.41%
1996	+5.78%
1995	+12.58%
1994	+10.52%
1993	−9.65%
1992	+2.31%
1991	−19.57%
1990	+6.14%
1989	+12.39%
1988	+12.22%
1987	+3.18%
1986	−18.76%
1985	+0.26%
1984	−7.71%

Metrics

Since 1984

Volatility	20.75%
Sortino ratio	0.34
Calmar ratio	0.04
Best year, 2009	+50.30%
Worst year, 2008	−42.80%
Positive years	27 of 42
Longest drawdown	18.3 years

Worst drawdowns

Since 1984

Decline	Peak	Bottom	Recovered	Length
−74.4%	Jul 2008	Apr 2020	Not yet	18.3 years so far
−52.3%	Oct 1990	Dec 1998	Feb 2003	12.4 years
−34.2%	Apr 1984	Jul 1986	Aug 1990	6.3 years
−23.7%	Feb 2003	Apr 2003	Feb 2004	1 year
−23.0%	Jul 2006	Jan 2007	Jul 2007	1 year