The index aims to capture the alpha derived from the S&P GSCI Dynamic Roll Light Energy's flexible rolling strategy above the beta provided by the traditional, front-month roll of the S&P GSCI Light Energy. It reflects a long position in the S&P GSCI Dynamic Roll Light Energy and a short position in the S&P GSCI Light Energy, which are adjusted to maintain commodity market neutrality.
Top 10 Constituents by Index WeightExport
*Based on GICS sectors
The weightings for each sector of the index are rounded to the nearest tenth of a percent, therefore, the aggregate weights for the index may not equal to 100%.
*Based on GICS Sectors