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

    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.

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

    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.....