The CYD Diversified Commodity Index (CYD Diversified) maps the development of a commodity portfolio broadly diversified across commodities and commodity groups. The investment universe includes 29 liquid commodities, from which 9 are selected. Additionally fixed positions are held in gold and silver. In the selection of those eleven commodities, strong emphasis is put on investing in commodities with positive roll yield, i.e. commodities in so-called «backwardation». From an economic point of view, backwardation implies a situation of scarcity. Hence the CYD Diversified maps the risk premium of scarce commodities. This risk premium is the primary investment objective of many investors as it is generally recognised with positive return characteristics, a high degree of portfolio diversification and positive correlation with inflation in the long term.
For this data source, RIMES hosts the Diversified Commodity Total Return Index and Diversified ex-AL Commodity Total Return Index.
Some of the data items available include:
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