Group 1: Report Overview - The Nanhua Composite Index fell by -0.81% based on the closing prices of adjacent trading days [1][3] - All sector indices declined, with the Nanhua Black Index having the largest decline of -1.21% and the Nanhua Agricultural Products Index having the smallest decline of -0.44% [1][3] - All theme indices declined, with the Economic Crop Index having the largest decline of -1.38% and the Oilseeds and Oils Index having the smallest decline of -0.28% [1][3] - Among single - variety commodity futures indices, the Glass index had the largest increase of 1.1%, and the Red Date index had the largest decline of -5.69% [1][3] Group 2: Index Market Data - The Nanhua Composite Index (NHCI) closed at 2521.70, down -20.52 points or -0.81% from the previous close, with an annualized return of -1.24%, an annualized volatility of 11.71%, and a Sharpe ratio of -0.11 [3] - The Nanhua Precious Metals Index (NHPMI) closed at 1497.88, down -17.96 points or -1.19% from the previous close, with an annualized return of 41.00%, an annualized volatility of 18.19%, and a Sharpe ratio of 2.25 [3] - The Nanhua Industrial Products Index (NHII) closed at 3534.20, down -31.66 points or -0.89% from the previous close, with an annualized return of -7.64%, an annualized volatility of 14.03%, and a Sharpe ratio of -0.54 [3] - The Nanhua Metal Index (NHMI) closed at 6406.24, down -70.18 points or -1.08% from the previous close, with an annualized return of 0.33%, an annualized volatility of 12.25%, and a Sharpe ratio of 0.03 [3] - The Nanhua Energy and Chemical Index (NHECI) closed at 1584.17, down -13.78 points or -0.86% from the previous close, with an annualized return of -14.53%, an annualized volatility of 16.73%, and a Sharpe ratio of -0.87 [3] - The Nanhua Non - ferrous Metals Index (NHNF) closed at 1737.66, down -21.13 points or -1.20% from the previous close, with an annualized return of 3.23%, an annualized volatility of 12.55%, and a Sharpe ratio of 0.26 [3] - The Nanhua Black Index (NHFI) closed at 2509.00, down -30.78 points or -1.21% from the previous close, with an annualized return of -7.15%, an annualized volatility of 17.10%, and a Sharpe ratio of -0.42 [3] - The Nanhua Agricultural Products Index (NHAI) closed at 1044.60, down -4.65 points or -0.44% from the previous close, with an annualized return of -3.50%, an annualized volatility of 8.66%, and a Sharpe ratio of -0.40 [3] - The Nanhua Mini - Composite Index (NHCIMi) closed at 1167.54, down -9.11 points or -0.77% from the previous close, with an annualized return of -1.19%, an annualized volatility of 9.78%, and a Sharpe ratio of -0.12 [3] - The Nanhua Coagulation Index (NHEI) closed at 1037.61, down -12.45 points or -1.19% from the previous close, with an annualized return of -1.01%, an annualized volatility of 20.01%, and a Sharpe ratio of -0.05 [3] - The Nanhua Petrochemical Index (NHPCI) closed at 884.45, down -5.18 points or -0.58% from the previous close, with an annualized return of -3.44%, an annualized volatility of 9.63%, and a Sharpe ratio of -0.36 [3] - The Nanhua Fine Chemical Index (NHCCI) closed at 931.28, down -7.44 points or -0.79% from the previous close, with an annualized return of -4.39%, an annualized volatility of 9.58%, and a Sharpe ratio of -0.46 [3] - The Nanhua Black Raw Materials Index (NHFM) closed at 1064.15, down -14.24 points or -1.32% from the previous close, with an annualized return of 0.61%, an annualized volatility of 17.03%, and a Sharpe ratio of 0.04 [3] - The Nanhua Building Materials Index (NHBMI) closed at 705.85, down -4.01 points or -0.57% from the previous close, with an annualized return of -2.16%, an annualized volatility of 12.48%, and a Sharpe ratio of -0.17 [3] - The Nanhua Oilseeds and Oils Index (NHOOI) closed at 1225.85, down -3.41 points or -0.28% from the previous close, with an annualized return of -1.79%, an annualized volatility of 11.47%, and a Sharpe ratio of -0.16 [3] - The Nanhua Economic Crop Index (NHAECI) closed at 901.72, down -12.58 points or -1.38% from the previous close, with an annualized return of -0.27%, an annualized volatility of 8.22%, and a Sharpe ratio of -0.03 [3] Group 3: Single - Variety Index Data Agricultural Products Sector - Palm Oil index fell by -0.55%, Rapeseed Oil index fell by -0.29%, Rapeseed index rose by 0.24%, and Live Pig index fell by -0.43% [8] Energy and Chemical Sector - Styrene index fell by -1.60%, Crude Oil index fell by -0.77%, and Fuel Oil index fell by -0.93% [12] Black Sector - Coal index fell by -1.02% [6]
南华商品指数:所有版块均下跌,黑色板块领跌
Nan Hua Qi Huo·2025-11-04 11:13