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BNP Paribas LOIM Commodity Index ER

LOIMCOMO:IND
189.4459
USD
1.4600
0.78%
As of 11/17/2017
Open
189.4459
Day Range
189.4459 - 189.4459
Previous Close
187.9859
52Wk Range
166.1055 - 192.4009
1 Yr Return
9.63%
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Open
189.4459
Day Range
189.4459 - 189.4459
Previous Close
187.9859
52Wk Range
166.1055 - 192.4009
1 Yr Return
9.63%
YTD Return
9.10%
Profile
SECTOR DESCRIPTION: This data represents LOIM commodity index.

SOURCE: N/A

UPDATE INFO: The data is updated on a daily basis.

CALCULATIONS: Data is taken directly from the source without any manipulation.

SOURCE METHODOLOGY: Price range is estimated by source based on purchase price indications they receive.

HISTORICAL CONSIDERATIONS: N/A

DATA DISCOVERY: Please see {ALLX LOIM }

RELATED SECTORS/FUNCTIONS: {FDM }

The strategy is constructed based on LOIM's proprietary Risk Parity Smart Beta methodology. Diversification is achieved at the sector level including energy, metals and agriculture, by equalizing the risk contribution of each sector, it is also achieved at the commodity level by equalizing the risk contribution of individual commodities within each sector. A long-only strategy with exposure to the commodity futures universe. The systematic, rule-based approach which uses an optimization method which aims at minimizing negative roll returns in contangoed futures markets. Monthly rebalancing ensures proper diversification and low turnover. Contact: custom.index.publication@bnpparibas.com

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