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Commodities Briefing - Categorized | Index, Market Moves more

Why conventional commodity indexes will likely disappoint

Posted on 01 March 2012

Negative real interest rates, coordinated money-printing by Bernanke and his international counterparts, rising emerging markets–little wonder that commodity fund assets have tripled since the commodity-price peak in mid-2008.
It helps that back tests show long-only, futures-based commodity indexes had equitylike returns and little correlation to the markets, the holy grail of portfolio diversification. The rush to carve out a static allocation to commodity indexes such as the S&P GSCI or the DJ-UBS Commodity Index is, in our view, suboptimal behavior………………………………………..Full Article: Source


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VRS - who has written 37089 posts on Opalesque Commodities Briefing.


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