CYD MarketNeutral Plus TR Index
The CYD MarketNeutral Plus Index strategy holds a simultaneous long and short position for each commodity and thus has no directional exposure to the commodities market. Investors are thus rewarded with a systematic liquidity premium, which traditional long-only investors are prepared to pay, in order to roll regularly to the futures contract with the shortest time to expiration. The index is simply leveraged, i.e. for each dollar invested it holds a two-dollar futures position - divided between a long and a short position.
The index weighting is derived from the index weights of traditional commodity indices.
Total Return Index Excess Return Index
All years 5 years 1 year 6 months
| Name: | MarketNeutral Plus TR | ||
| Reference Date : | 31.12.1979 | ||
| Indexvalue: | 1151.49 (-0.16% previous day) | ||
| Bloomberg: | CYDIMNTR Index | ||
| Reuters: | .CYDIMNTR | ||