01.02.2012 - Citi launches risk balanced commodity index
Citi has launched a commodities index that allows qualified investors to invest in a portfolio of 24 commodities in a risk balanced approach. Dubbed VIBE Commodities, the index uses historical volatility and inter-commodity correlations to weigh its 24 commodity components so that the risk contribution of each commodity to the overall volatility of the index is close to equal. (Press Release)
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