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S&P DJI combines global reach with local expertise, working with exchanges around the world to build indices for both the local and international investment communities.
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For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
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The S&P GSCI Dynamic Roll Risk Weight measures and uses the risk contribution of each commodity sector to the overall index risk by applying a risk parity concept, and then limits the maximum sector weight to 33%. The five sectors in the index are the same as those in the S&P GSCI: energy, industrial metals, precious metals, agriculture, and livestock. The index employs a flexible monthly futures contract rolling strategy.
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