The MLM Commodity Index™ Long/Neutral (MLM Commodity Index L/N) is an equal weighted portfolio of the 11 commodity
futures contracts in the MLM Index
. Unlike the
or the MLM Commodity Index
, the MLM Commodity Index L/N is only positioned in those markets that are determined to be rising.
The MLM Commodity Index L/N benefits from the same economics as the MLM Commodity Index
, albeit exclusively on the long side of the market.
Real (inflation adjusted) commodity prices tend to fall over time. As a result, a long/neutral strategy has the
potential to provide more effective long-term inflation protection than a long-always strategy
As the graph below illustrates, the MLM Commodity Index L/N has historically exhibited less volatility and more consistent positive performance than the Goldman Sachs Commodity Index (GSCI).
- 11 commodity markets
- Long or neutral positions in all markets
- Equal-weighted across markets determined to be rising
- Rebalanced monthly
To learn more about the MLM Commodity Index L/N, including historical performance, please complete a registration form
* Past performance is not necessarily indicative of future results.
* The risk of loss in trading securities and/or commodities can be substantial. Potential investors should be aware that futures and options trading can quickly lead to large losses as well as gains.