Commodity Exposure Breakdown YTD by Attain Capital
Here’s our monthly look at the various commodity ETFs and how they track a simple strategy of buying December futures and rolling them annually. Plus, a comparison to Ag Traders and an overall commodity index.
Some notes:
- Impressed by that UNG outperformance? check these stats
- The averages of the ETFs and Futures all are within a percentage of each other.
- Ag CTA’s (Active long short agriculture trading) are posting a 8.99% return, beating out the Commodity Index DBC. (See Trade commodities instead of “invest” in them?)
(Performance as of 8/31/2014)
Commodity ETF Over/Under Performance 2014
|
Commodity
|
Futures
|
ETF
|
Difference
|
|---|---|---|---|
| Crude Oil | $CL_F 1.78% |
$USO 1.25% |
-0.53% |
| Brent Oil | $NBZ_F -2.03% |
$BNO -5.66% |
-3.63% |
| Natural Gas | $NG_F -2.67% |
$UNG 7.59% |
10.26% |
| Cocoa | $CC_F 19.06% |
$NIB 18.80% |
-0.26% |
| Coffee | $KC_F 67.53% |
$JO 75.02% |
7.50% |
| Corn | $ZC_F -19.16% |
$CORN -15.79% |
3.36% |
| Cotton | $CT_F -15.12% |
$BAL -15.83% |
-0.71% |
| Live Cattle | $LE_F 16.75% |
$CATL 9.90% |
-6.85% |
| Lean Hogs | $LH_F 15.72% |
$HOGS 2.77% |
-12.96% |
| Sugar | $SB_F -9.15% |
$CANE -0.28% |
8.87% |
| Soybeans | $ZS_F -9.78% |
$SOYB -6.39% |
3.39% |
| Wheat | $ZW_F -12.01% |
$WEAT -12.81% |
-0.78% |
| Average | 4.24% | 4.88% | 0.64% |
| Commodity Index $DBC | -2.42% | ||
| Long/Short Ag Trader CTAs | 8.99% |
(Disclaimer: Past performance is not necessarily indicative of future results)
“The Managed Futures Blog is a compilation of thoughts, research, attempts at humor, and more from the team at Attain Capital Management (“Attain”). Attain pairs high net worth individuals, RIA’s, and institutional investors with alternative investments in commodities, managed futures, and global macro strategies through privately offered funds and managed accounts. Click here to sign up for their insight and analysis.”
