Morningstar Long/Short Commodity Index

The MORNINGSTAR LONG/SHORT COMMODITY INDEX is a fully collateralized commodity futures index that uses a momentum rule to determine if each commodity is held long, short, or flat.


Barclay CTA Indices Feb-02-2012 ROR† MTD† YTD†
Morningstar Long/Short Commodity Index -0.03%-0.41%-0.16%
†Estimated performance as of February-3-2012 22:10 US CST

 

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