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%