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 10/30, we would sell the Dec. 2015 Crude contract and simultaneously buy the Dec. 2016 contract, then hold the Dec. 2015 contract through next October.
(Performance as of 11/30/2015)
Commodity ETF Over/Under Performance 2015
(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
