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Commodity ETFs "Rotation" as of May 16, 2009

commodities_05-16-2009 Sleeping Murder movie download

Commodity ETFs: Over the last month (20 days), our commodity benchmark, CMDTY (GSG) was up 4.1%.  The best recent performer has been COAL (KOL), up 23.3%, followed by SLVR (SLV), up 17.9%.  The worst recent performer has been LVSTK (COW), down -5.4%, followed by METALS (DBB), down -4.9%.

For the past year (260 days), the CMDTY benchmark (GSG) was down -59%.  The best trailing twelve month performer has been GOLD (GLD), up 2.3%, followed by SLVR (SLV), down -20.7%.  The worst 52wk performer has been OIL  (OIL), down -72.9%, followed by NATGAS (UNG), down -63.1%.  Please see the chart and table for more details.

Macbeth download Note: Over the last month (20 days), our moderate-allocation benchmark, WRLD 60/40 (PCA) was up 2.1%.  For the past year (260 days), the WRLD 60/40 benchmark (PCA) was down -22.8%.

20d vs.
Description ETF 260d 65d 20d Soul Survivors on dvd Bnchmk
COAL KOL -61% 71% 23% 19%
SLVR SLV -21% 5% 18% 14%
GOLD GLD 2% 0% 7% 3%
OIL OIL -73% 19% 7% 3%
AGRA DBA -28% 14% 7% 3%
NATGAS UNG -63% -4% 6% 2%
CMDTY GSG -59% 14% 4% 0%
ALT ENERG PBW -56% 46% -1% -5%
METALS DBB -39% 15% -5% -9%
LVSTK COW -31% -4% -5% -9%

Data source: Barchart.com

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