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 Jul-29-2010 ROR† MTD† YTD†
Morningstar Long/Short Commodity Index -0.08%-4.01%-9.01%
†Estimated performance as of July-31-2010 01:05 US CST

 

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