南华商品指数：所有版块均上涨，贵金属板块领涨

Report Summary 1. Index Performance - The Nanhua Comprehensive Index rose 1.42% to 2584.69, with an annualized return of 2.01% and an annualized volatility of 11.58% [1][3] - Among the sector indices, the Nanhua Precious Metals Index had the largest increase of 3.45%, reaching 1826.04, while the Nanhua Black Index had the smallest increase of 0.28%, at 2527.31 [1][3] - Among the theme indices, the Energy Index rose 2.05% to 972.56, and the Economic Crop Index had the smallest increase of 0.14% at 903.49. The Building Materials Index had the largest decline of -0.28% to 679.92 [1][3] - In the single - variety commodity futures indices, the Silver index had the largest increase of 5.42%, and the Polypropylene index had the largest decline [1][4] 2. Index Data Details | Index Name | Today Close | Pre. Close | Points | Daily Change | Annualized Return | Annualized Volatility | Sharpe Ratio | | --- | --- | --- | --- | --- | --- | --- | --- | | Comprehensive Index NHCI | 2584.69 | 2548.39 | 36.30 | 1.42% | 2.01% | 11.58% | 0.17 | | Precious Metals Index NHPMI | 1826.04 | 1765.15 | 60.89 | 3.45% | 74.65% | 19.20% | 3.89 | | Industrial Products Index NHII | 3493.62 | 3460.46 | 33.16 | 0.96% | - 8.14% | 13.81% | -0.59 | | Metal Index NHMI | 6723.72 | 6672.06 | 51.66 | 0.77% | 4.58% | 11.97% | 0.38 | | Energy and Chemical Index NHECI | 1513.23 | 1497.21 | 16.02 | 1.07% | -16.78% | 16.60% | -1.01 | | Non - ferrous Metals Index NHNF | 1851.85 | 1831.17 | 20.68 | 1.13% | 11.83% | 12.67% | 0.93 | | Black Index NHFI | 2527.31 | 2520.31 | 7.00 | 0.28% | -7.98% | 16.36% | -0.49 | | Agricultural Products Index NHAI | 1030.32 | 1024.66 | 5.66 | 0.55% | -3.64% | 8.19% | -0.44 | | Mini Comprehensive Index NHCIMi | 1161.70 | 1146.24 | 15.46 | 1.35% | -1.31% | 9.70% | -0.14 | | Energy Index NHEI | 972.56 | 953.02 | 19.53 | 2.05% | -1.10% | 18.01% | -0.06 | | Petrochemical Index NHPCI | 872.46 | 862.93 | 9.53 | 1.10% | -0.81% | 9.56% | -0.08 | | Coal - based Chemical Index NHCCI | 886.96 | 889.22 | -2.27 | -0.25% | -3.37% | 10.33% | -0.33 | | Black Raw Materials Index NHEM | 1064.11 | 1061.85 | 2.27 | 0.21% | 0.54% | 15.68% | 0.03 | | Building Materials Index NHBMI | 679.92 | 681.80 | -1.88 | -0.28% | -1.85% | 11.78% | -0.16 | | Oilseeds and Oils Index NHOOI | 1195.55 | 1185.56 | 9.99 | 0.84% | -1.57% | 7.80% | -0.20 | | Economic Crop Index NHAECI | 903.49 | 902.24 | 1.25 | 0.14% | 0.58% | 7.43% | 0.08% [3] 3. Other Information - The calculation method of the contribution degree in the report is the product of the daily increase/decrease and the weight. The Nanhua Commodity Index eliminates the price difference when the commodity contract changes months, reflecting the real return of investing in commodity futures [9] - The report provides the industrial chain diagrams and the daily increase/decrease of single - variety indices of some varieties in the agricultural products, energy and chemical, and black sectors [7][13]