Commodity ETFs vs Futures (Roll Time) YTD Returns [CHART]

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Commodity ETFs vs Futures (Roll Time) by Attain Capital

Here’s our monthly look at the various commodity ETFs and how they track a simple strategy of buying end of year futures and rolling them annually. As we’re here in December, it’s worth mentioning that we’ve already rolled the contracts in our simple strategy, using the last date of October as our roll date.  Using Crude as an example, on 10/31, we would sell the Dec. 2014 Crude contract and simultaneously buy the Dec. 2015 contract, then hold the Dec. 2015 contract through next October.

Plus, we compared Ag Traders and an overall commodity index.

(Performance as of 11/28/2014)

Commodity ETFs Over/Under Performance 2014

(Disclaimer: Past performance is not necessarily indicative of future results)

(Disclaimer: Sugar uses the October contract, Soybeans the November contract.)

Long/Short Ag Trader CTA = Barclayhedge Ag Traders Index)

“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.”

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