Tag Archives: 2015
2015 Resolution: Diversification
Most bond markets ended on a positive note in 2014. Some of the outperformers are the S&P Eurozone Developed Sovereign Bond Index (up 11.98%), the S&P U.S. Issued Investment Grade Corporate Bond Index (up 7.71%) and the S&P China Government Bond Index (up 10.35%). Yet the global yields remained low, i.e. the yield-to-worst of the…
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Rebalance 2015: Handle-Side Or Blade-Side Down?
The 2015 rebalance for commodity indices may be remembered as the one trying to catch a falling knife. Today, two significant events are happening in commodity indices: 1. The world production weighted S&P GSCI is entering its first year with Brent crude oil as the biggest commodity in the index, overtaking WTI. 2. The passive index…
- Categories Commodities
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Myth Busted, Twice: Top 14 of 2014
Commodities are on track to post one of their worst years in history with the Dow Jones Commodity Index (DJCI) losing 17.3% and the S&P GSCI losing 32.1% through Dec. 29, 2014. According to the DJCI with data back to 1999, only 2001 and 2008 posted bigger losses, down 18.4% and 36.0%, respectively. In the longer history of…
- Categories Commodities
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