Indices

Indices

Rogers International Commodity Index®

Overview

The Rogers International Commodity Index® (RICI®) is a composite, USD based, total return index, designed by James B. Rogers in July 1998. The index was designed to meet the need for consistent investing in a broad-based international vehicle.

The index represents the value of a basket of commodities consumed in the global economy, ranging from agricultural to energy and metals products. The value of this basket is tracked via futures contracts on exchange-traded physical commodities currently comprised of 38 commodities futures contracts, quoted in four different currencies, and listed on twelve exchanges in five countries.

The RICI® aims to be an effective measure of the price action of raw materials not just in the United States but also around the world. The index is designed to offer stability, partly because it is broadly based and consistent in composition, and to meet a need in the financial spectrum currently not effectively covered.

Indicators

Date 28.06.2016
Price 2240.15
Performance MTD 1.7%
Performance [Volatility] YTD 10.2% [20.1%]
Annualized performance [Volatility] since inception 4.6% [18.5%]
 

Allocation

 
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