Barclays Capital launches commodities index
Barclays Capital has launched its Commodities Out-Performance Roll Adjusted Liquid Strategy Index (Corals index) designed to capture alpha from the commodity markets.
The Corals index captures performance by selecting individual commodities based on analysis of fundamental and technical factors. The index seeks to extract positive returns in differing market cycles, including stagnant or falling markets, by using a long-short strategy.
The index also offers diversification by investing in 12 liquid commodities, to benefit from low correlation within the commodity asset class as well as the lack of correlation with equities and bonds.
“The price appreciation
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