Commodity

Goldman Sachs Commodity Enhanced Index

COMMOENH

The Goldman Sachs Commodity Enhanced Index is a diversified commodity index designed to outperform its benchmark, the Bloomberg Commodity Excess Return Index (BCOM Index). The Index seeks outperformance under tracking error constraint by positioning its commodity exposure at various points on the commodity futures curve according to a proprietary algorithm run by the Index Sponsor.
Graph and statistics
  • 1Y
  • 3Y
  • 5Y
  • All
Date
2025-04-23
Last Value
98.3119
Annualised Return
6.01%
Annualised Volatility
12.49%
1 Day Return
-0.71%
MTD Return
-3.68%
QTD Return
-3.68%
YTD Return
4.52%
Since Inception
35.89%
Documents
Index Specifications
Compass Code

COMMOENH

Asset Class

Commodity

Bloomberg Ticker

COMMOENH

Sub Asset Class

Global

Refinitiv RIC

None

Strategy

Beta

ISIN

None

Calculation Frequency

Daily

Currency

USD

Inception Date

2020-01-21

Lausanne

Chemin de Mornex 6

1003 Lausanne, Switzerland

Paris

8, Rue Henner

75009 Paris, France

New York

437 Madison Avenue

New York, NY 10022, USA

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