Inflation
Bloomberg Roll Select Commodity IndexSM
‘Bloomberg Roll Select’ Returns Illustrate the Importance of Thoughtful Index Selection
Roll Select Commodity Index seeks to limit the effects of roll risk (or “contango”), that can adversely affect index commodity investors who are neither watching nor adjusting for the rise and fall of commodity futures. Since adding this asset class in June 2012, the Roll Select index has out-performed the first-generation Bloomberg Commodity Index by 1.23% on an annualized basis.
- Bloomberg Commodity IndexSM — TR (LHS)
- Bloomberg Roll Select Commodity IndexSM (LHS)
- Annual Difference (RHS)
Annual Returns (%)
Difference (%)
