C687 Commodity Enhancement
Section 1
Performance
Graph
Stats
xyz
# A tibble: 3,275 × 3
YearMonth Sub_Category WeightedReturn
<date> <chr> <dbl>
1 1969-12-01 Agriculture 0
2 1969-12-01 Energy 0
3 1969-12-01 Industrial Metals 0
4 1969-12-01 Livestock 0
5 1969-12-01 Precious Metals 0
6 1970-01-01 Agriculture 0.176
7 1970-01-01 Energy 0
8 1970-01-01 Industrial Metals 0
9 1970-01-01 Livestock 0.0683
10 1970-01-01 Precious Metals 0
# ℹ 3,265 more rowsAttribution
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Plot saved as: C:\Users\Bruno Schwalbach/Desktop/GSCI_Returns_2024.png 
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Section 2
Portfolio Management
Rolls
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tab 2
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### Monthly and YTD Return Attribution for Sub-Categories| Sub_Category | Apr-2024 | Feb-2024 | Jan-2024 | Jun-2024 | Mar-2024 | May-2024 | YTD |
|---|---|---|---|---|---|---|---|
| Agriculture | -0.18 | -0.66 | -0.28 | -0.30 | 0.45 | 0.63 | -0.35 |
| Energy | -0.59 | 0.86 | 3.83 | -1.72 | 2.65 | -2.72 | 2.31 |
| Industrial Metals | 1.28 | -0.14 | -0.21 | -0.18 | 0.25 | 0.13 | 1.13 |
| Livestock | 0.04 | 0.25 | 0.58 | -0.06 | -0.01 | 0.02 | 0.82 |
| Precious Metals | 0.16 | -0.02 | -0.06 | 0.05 | 0.38 | 0.10 | 0.61 |
### Monthly and YTD Return Attribution for Tickers| Ticker | Apr-2024 | Feb-2024 | Jan-2024 | Jun-2024 | Mar-2024 | May-2024 | YTD |
|---|---|---|---|---|---|---|---|
| C | -0.03 | -0.44 | -0.29 | -0.09 | 0.19 | -0.09 | -0.75 |
| CC | 0.01 | 0.12 | 0.05 | 0.00 | 0.21 | 0.02 | 0.41 |
| CL | -0.14 | 0.80 | 1.18 | -0.73 | 1.35 | -1.05 | 1.40 |
| CO | 0.20 | 0.60 | 1.10 | -0.69 | 1.46 | -1.21 | 1.46 |
| CT | -0.15 | 0.20 | 0.05 | -0.02 | -0.06 | -0.03 | -0.02 |
| FC | -0.03 | 0.06 | 0.11 | -0.01 | 0.00 | 0.01 | 0.13 |
| GC | 0.14 | -0.01 | -0.05 | 0.06 | 0.34 | 0.04 | 0.51 |
| HG | 0.62 | -0.08 | 0.02 | 0.00 | 0.19 | 0.06 | 0.81 |
| HO | -0.20 | -0.15 | 0.56 | -0.17 | -0.06 | -0.31 | -0.33 |
| KC | 0.14 | 0.01 | 0.03 | 0.04 | 0.00 | 0.01 | 0.23 |
| KW | 0.09 | -0.04 | -0.05 | -0.07 | 0.02 | 0.26 | 0.21 |
| LA | 0.30 | -0.09 | -0.18 | -0.05 | 0.15 | 0.05 | 0.16 |
| LC | 0.00 | 0.13 | 0.21 | 0.00 | -0.01 | 0.15 | 0.49 |
| LH | 0.07 | 0.06 | 0.26 | -0.05 | 0.00 | -0.14 | 0.20 |
| LL | 0.05 | -0.03 | 0.03 | -0.01 | -0.01 | 0.00 | 0.03 |
| LN | 0.15 | 0.11 | -0.03 | -0.08 | -0.08 | 0.02 | 0.09 |
| LX | 0.16 | -0.05 | -0.04 | -0.03 | 0.00 | 0.00 | 0.04 |
| NG | -0.20 | -0.57 | -0.05 | 0.23 | -0.46 | 0.63 | -0.42 |
| QS | -0.24 | -0.02 | 0.87 | -0.24 | 0.09 | -0.33 | 0.13 |
| S | -0.15 | -0.31 | -0.23 | -0.09 | 0.17 | 0.16 | -0.45 |
| SB | -0.24 | -0.10 | 0.33 | 0.09 | 0.07 | -0.11 | 0.04 |
| SI | 0.02 | -0.01 | -0.02 | -0.01 | 0.04 | 0.06 | 0.10 |
| W | 0.14 | -0.09 | -0.17 | -0.15 | -0.16 | 0.41 | -0.02 |
| XB | -0.02 | 0.20 | 0.19 | -0.12 | 0.26 | -0.44 | 0.07 |
tab 3
tab content 1
### Monthly and YTD Return Attribution for Sub-Categories| Sub_Category | Apr-2024 | Feb-2024 | Jan-2024 | Jun-2024 | Mar-2024 | May-2024 | YTD |
|---|---|---|---|---|---|---|---|
| Agriculture | -0.18 | -0.66 | -0.28 | -0.30 | 0.45 | 0.63 | -0.35 |
| Energy | -0.59 | 0.86 | 3.83 | -1.72 | 2.65 | -2.72 | 2.31 |
| Industrial Metals | 1.28 | -0.14 | -0.21 | -0.18 | 0.25 | 0.13 | 1.13 |
| Livestock | 0.04 | 0.25 | 0.58 | -0.06 | -0.01 | 0.02 | 0.82 |
| Precious Metals | 0.16 | -0.02 | -0.06 | 0.05 | 0.38 | 0.10 | 0.61 |
### Monthly and YTD Return Attribution for Tickers| Ticker | Apr-2024 | Feb-2024 | Jan-2024 | Jun-2024 | Mar-2024 | May-2024 | YTD |
|---|---|---|---|---|---|---|---|
| C | -0.03 | -0.44 | -0.29 | -0.09 | 0.19 | -0.09 | -0.75 |
| CC | 0.01 | 0.12 | 0.05 | 0.00 | 0.21 | 0.02 | 0.41 |
| CL | -0.14 | 0.80 | 1.18 | -0.73 | 1.35 | -1.05 | 1.40 |
| CO | 0.20 | 0.60 | 1.10 | -0.69 | 1.46 | -1.21 | 1.46 |
| CT | -0.15 | 0.20 | 0.05 | -0.02 | -0.06 | -0.03 | -0.02 |
| FC | -0.03 | 0.06 | 0.11 | -0.01 | 0.00 | 0.01 | 0.13 |
| GC | 0.14 | -0.01 | -0.05 | 0.06 | 0.34 | 0.04 | 0.51 |
| HG | 0.62 | -0.08 | 0.02 | 0.00 | 0.19 | 0.06 | 0.81 |
| HO | -0.20 | -0.15 | 0.56 | -0.17 | -0.06 | -0.31 | -0.33 |
| KC | 0.14 | 0.01 | 0.03 | 0.04 | 0.00 | 0.01 | 0.23 |
| KW | 0.09 | -0.04 | -0.05 | -0.07 | 0.02 | 0.26 | 0.21 |
| LA | 0.30 | -0.09 | -0.18 | -0.05 | 0.15 | 0.05 | 0.16 |
| LC | 0.00 | 0.13 | 0.21 | 0.00 | -0.01 | 0.15 | 0.49 |
| LH | 0.07 | 0.06 | 0.26 | -0.05 | 0.00 | -0.14 | 0.20 |
| LL | 0.05 | -0.03 | 0.03 | -0.01 | -0.01 | 0.00 | 0.03 |
| LN | 0.15 | 0.11 | -0.03 | -0.08 | -0.08 | 0.02 | 0.09 |
| LX | 0.16 | -0.05 | -0.04 | -0.03 | 0.00 | 0.00 | 0.04 |
| NG | -0.20 | -0.57 | -0.05 | 0.23 | -0.46 | 0.63 | -0.42 |
| QS | -0.24 | -0.02 | 0.87 | -0.24 | 0.09 | -0.33 | 0.13 |
| S | -0.15 | -0.31 | -0.23 | -0.09 | 0.17 | 0.16 | -0.45 |
| SB | -0.24 | -0.10 | 0.33 | 0.09 | 0.07 | -0.11 | 0.04 |
| SI | 0.02 | -0.01 | -0.02 | -0.01 | 0.04 | 0.06 | 0.10 |
| W | 0.14 | -0.09 | -0.17 | -0.15 | -0.16 | 0.41 | -0.02 |
| XB | -0.02 | 0.20 | 0.19 | -0.12 | 0.26 | -0.44 | 0.07 |
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