Characteristics of The DBLCI-Mean Reversion
- Six commodities: WTI crude oil, heating oil, aluminium, gold, corn and wheat. The same rolling schedule as the DBLCI.
- No annual rebalancing. Instead commodity weights are adjusted according to a pre-defined formula.
- It is the only commodity index in the marketplace which possesses a dynamic rule-based asset allocation mechanism which attempts to underweight "expensive commodities and overweight "cheap" commodities.
- Total and excess returns data are available from December 1, 1988.
Read more about this topic: DBLCI Mean Reversion (MR) Index
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