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MLM Commodity Index™ Long/Neutral
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 MLM Index 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).
Summary Profile
  • 11 commodity markets
  • Long or neutral positions in all markets
  • Equal-weighted across markets determined to be rising
  • Rebalanced monthly
  • Unleveraged
  • Transparent

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.