Commodity Futures Performance

Discussion in 'Financial Futures' started by Achiever, Sep 22, 2003.

  1. Can anyone tell me how I can find the relative strength performances amongst the different types of commodities out there?

    If not, is there a way I can find out what the returns have been for the past 12 months, 6 months, 3 months , and 1 month? Preferably in a listed, sortable view.
  2. Does anyone have any info re: previous post?
  3. josbarr


  4. I'm looking for %change in the past 12/6/3/1 mths. for each commodity. Ideally all in one place so that I can make comparisons.
  5. Percent change compared to what.

    Compared to margin, compared to risk. Compared to the 15 year seasonal pattern. What?
  6. H2O


    Create your own excel sheet.

    Just import the EOD data ( beginning / 1 month / 3 months etc)
    Calculations are easy in excel.

    Keep in mind futures have various contracts trading in a 12 month period. I don't think it makes sence to track a single contract because of the lack of volume until it becomes the active contract.

    There can be some (big) differences in contract values at rollover date.....