FTSE launches new commodity index

Global index company FTSE Group has launched a rules-based, long-short index, the FTSE Dynamic Commodity Index.

Announcing the launch of the new product this week, the company said it was derived from Professor John M. Mulvey’s risk management and portfolio allocation approach – Dynamic Portfolio Tactics.

It said the new index would provide investors with transparent and efficient exposure to global commodity markets, via a proprietary regime-shifting approach, which seeks to capture discrete changes in economic data to guide positive or negative commodity weightings.

Announcing the launch of the index, FTSE Group North American president Jonathan Horton said it was intended to serve as the basis for a wide range of index-linked investment products, “ultimately providing investors with new, intelligent means of gaining exposure to global commodity markets.”




Related Content

FPA searches for well-rounded award nominees

The FPA is calling members to submit applications for its annual awards, which recognise outstanding planners, paraplanners and practices as well as a...more

Look to contributory mortgages for income

Investors will need to up their ante in the hunt for other income sources outside of their familiar grounds, after the Reserve Bank dropped interest r...more

Regulators under scrutiny from Productivity Commission

The Productivity Commission will undertake a review and study to examine the effectiveness of the multiple regulator model supporting the consumer pol...more

Author

Comments

Add new comment