S&P GSCI Dynamic Roll Reduced Energy

Ticker:

SPDYRE

The S&P GSCI Dynamic Roll Reduced Energy seeks to alleviate the negative impact of rolling into contango and potentially limit volatility exposure to the commodity market by utilizing the S&P GSCI Dynamic Roll methodology. The index contains the same designated contracts as the S&P GSCI, but its Contract Production Weights (CPWs) in the energy sector are divided by two, increasing the relative weights of other commodities.

Processing ...