Tag Archives: roll yield
A More Thoughtful Approach to Broad Commodity Exposure
Over the last decade, beta commodity exposure has offered investors inefficient access to the commodity market, mostly due to front-month roll methodologies and fixed commodity weights. The Dow Jones RAFI Commodity Index is a broad commodity index based on Research Affiliates’ commodity strategy that utilizes price momentum and roll yield to provide (1) dynamic commodity…
- Categories Commodities
- Other Tags
- Categories
- Commodities
- Other Tags
Keeping Up With Contango’s Twist
As mentioned in an article today in the Wall Street Journal, there may be a shift taking place in the commodities markets. In simple terms, there may be more predominant shortages of commodities. Generally as inventories are abundant, there are higher storage costs, which reduce returns from a condition called contango where the longer-dated contracts…
- Categories Commodities, Strategy
- Other Tags
- Categories
- Commodities, Strategy
- Other Tags