Indices

Indices

DCI® BNP Paribas Enhanced

Overview

The DCI® BNP Paribas Enhanced Index (DCI®-B) was developed in collaboration with BNP Paribas to outperform the DCI® Index by using an algorithm to optimize the positioning on futures curves.

The index comprises a basket of 47 components covering the four main commodities sectors: agriculture, base and precious metals, energy. The DCI® has been designed to provide a broad representation of commodities futures traded within the OECD, while also offering excellent liquidity features.

The DCI® BNP Paribas Enhanced Index (DCI®-B) offers investors a very diversified commodities exposure, optimized using dynamic rules covering roll-over in order to mitigate any potential contango (carry-over) effects, thereby improving capacity to track the spot price trend. When the market is in contango, the DCI® BNP Paribas Enhanced Index (DCI®-B) arbitrates in favor of longer maturity futures where the roll-over effect is generally less pronounced.

Indicators

Date 28.06.2016
Price 686.80
Performance MTD 1.5%
Performance [Volatility] YTD 13.0% [20.2%]
Annualized performance [Volatility] since inception 6.8% [15.2%]
 

Allocation

 
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