energy

agriculture

metals

S & P 500

AVERAGE

RETURN

Agriculture

0.385140

9.525815

0.0000

0.001845

0.970511

0.3322

9.509182

0.0000

metals

0.497361

0.461090

13.08575

11.86063

0.0000

0.0000

0.003551

0.001706

1.987754

1.342686

0.0474

0.1800

8.958525

2.687601

0.0000

0.0074

S & P 500

0.373191

0.358743

0.373088

9.181564

8.772391

9.178616

0.0000

0.0000

0.0000

0.003403

0.001558

0.000148

1.788402

1.280487

0.110747

0.0743

0.2009

0.9119

8.321865

0.959914

2.569432

0.0000

0.3375

0.0105

AVERAGE RETURN

0.840896

0.690012

0.774752

0.644854

35.46544

21.75999

27.96933

19.25811

0.0000

0.0000

0.0000

0.0000

0.002200

0.000355

0.001351

0.001203

1.712513

0.417868

1.625663

1.375954

0.0874

0.6762

0.1046

0.1694

18.77881

1.577469

5.710757

0.055220

0.0000

0.1153

0.0000

0.9560

MINIMUM VARIANCE

RETURN

0.424458

0.775588

0.655313

0.831512

0.828404

10.70016

28.04501

19.80228

34.16630

33.75763