Dow Jones AIG Commodity Index - DJ-AIGCI
2020-08-14
编辑:网站编辑
有465人参与
发送到手机
微信或浏览器扫一扫查看详情
A rolling commodities index composed of futures contracts on 19 physical commodities traded on U.S. exchanges. The index serves as a liquid and diversified benchmark for the commodities' asset class.
|||The primary goal of the DJ-AIGCI is to provide a diversified commodities index with weightings based on the economic significance of individual components, while maintaining low volatility and sufficient liquidity.
Employing both liquidity and dollar-adjusted production data to determine its individual component weightings, the DJ-AIGCI index differs from other commodities indexes, such as the Goldman Sachs Commodity Index, as it allows for varying component weightings but maintains restrictions such as maximum and minimum component weightings to ensure adequate diversification.