GFG COMMODITIES Index is a long only trend-following risk adjusted index. It is composed by 11 commodities whose value is tracked through generic futures contracts.

The index methodology consists in rebalancing the composition of the basket on a monthly basis according to the  trend indicators, and actively sizing the single component exposure to give a balanced risk contribution.

GFG Commodities Index is USD based index.

For additional information regarding GFG’s index data please contact