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BNP Paribas LOIM Commodities Risk Parity ex-Agri

LOIMCOXA:IND
271.3380
USD
3.2037
1.19%
As of 11/17/2017
Open
271.3380
Day Range
271.3380 - 271.3380
Previous Close
268.1343
52Wk Range
228.9926 - 275.8632
1 Yr Return
16.49%
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Open
271.3380
Day Range
271.3380 - 271.3380
Previous Close
268.1343
52Wk Range
228.9926 - 275.8632
1 Yr Return
16.49%
YTD Return
13.97%
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 by equalizing the risk contribution of the energy sector and metal 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 investment process 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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