| Commodity Futures Code | Annualized Return | Annualized Volatility | Commodity Futures Code | Annualized Return | Annualized Volatility |
|
| JD | 2.36% | 23.84% | ||
| A | 3.63% | 17.99% | JM | −18.17% | 20.68% |
| AG | −8.16% | 21.80% | L | −3.98% | 23.19% |
| AL | −2.21% | 13.41% | M | 2.70% | 20.45% |
| AU | 3.41% | 18.71% | MA | −11.53% | 19.89% |
| B | 3.99% | 19.28% | NI | −21.35% | 24.19% |
| BB | −10.52% | 32.69% | OI | −4.27% | 18.94% |
| BU | −32.73% | 24.72% | P | −6.68% | 22.33% |
| C | 2.21% | 13.32% | PP | −12.60% | 22.90% |
| CF | −0.06% | 16.85% | RB | −5.74% | 17.51% |
| CS | −26.63% | 21.44% | RM | 1.67% | 21.47% |
| CU | 1.18% | 21.09% | RU | −1.84% | 25.02% |
| FB | −22.75% | 52.28% | SR | 2.06% | 18.98% |
| FG | −7.05% | 19.75% | TA | −7.34% | 22.17% |
| FU | 1.63% | 28.35% | V | −2.03% | 15.35% |
| HC | −11.39% | 19.59% | WH | 3.20% | 13.73% |
| I | −32.31% | 26.49% | Y | 1.82% | 19.04% |
| IF | −1.22% | 27.78% | ZC | −10.14% | 15.93% |
| J | −17.68% | 19.98% | ZN | −6.49% | 22.92% |