The Dow Jones-UBS Commodity Index was down 14.74% for the month of September. The Dow Jones-UBS Single Commodity Indexes for Lean Hogs, Live Cattle, and Feeder Cattle had the strongest gains with month-end returns of 7.69%, 7.67%, and 7.67%, respectively. The three most significant downside performing single commodity indexes were Silver Copper and Lead, which were down 27.98%, 25.03%, and 23.16% respectively, in September.
Year to date, the Dow Jones-UBS Commodity Index is down 13.67% with the Dow Jones-UBS Gold Sub-Index posting the highest gain of 13.61% so far in 2011. Dow Jones-UBS Wheat Sub-Index has the most significant downside YTD performance, down 35.98%.
The Dow Jones-UBS Commodity Index is composed of 19 futures contracts on physical commodities and was introduced in 1999. The DJ-UBSCI family of indexes includes nine sector sub-indexes, multiple forward month indexes; sub-indexes for each individual commodity in the original DJ-UBSCI as well as for brent crude, cocoa, feeder cattle, gas oil, lead, orange juice, platinum, soybean meal and tin.
Also available are Euro-, Yen-, Swiss Franc- and Pounds Sterling-denominated versions of the Dow Jones-UBS Commodity Index; Dow Jones-UBS Commodity Spot Index; and total return versions of each of the excess return indexes and sub-indexes.
As of the end of the second quarter of 2011, an estimated $80.2 billion tracked the DJ-UBSCI group of indexes.
Data courtesy of Dow Jones Indexes