Components of Commodity Returns

Alternative Investments: Hedge Funds, Private Equity & Real Assets · 3:21

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Lyrics

[Verse 1]
When you invest in commodities today
There's more than just the price at play
Three components make your total return
Let me teach you what you need to learn

The spot return shows the price direction
Up or down, it needs your attention
That's the movement of the actual good
Like oil or gold, as understood

[Chorus]
Spot, roll, and collateral too
Three parts that make returns come through
S-R-C, remember the key
Components of commodity
Spot shows the price, roll shows the curve
Collateral earns what cash reserves
Three together tell the story
Of your commodity glory

[Verse 2]
Roll return comes from futures trading
When contracts expire, they need upgrading
You sell the near and buy the far
This difference shows you where you are

If the curve slopes up, backwardation
Roll return brings compensation
If it slopes down, contango's here
Roll return might disappear

[Chorus]
Spot, roll, and collateral too
Three parts that make returns come through
S-R-C, remember the key
Components of commodity
Spot shows the price, roll shows the curve
Collateral earns what cash reserves
Three together tell the story
Of your commodity glory

[Bridge]
Collateral return's the third piece now
From cash invested, here's how
While waiting for the commodity trade
Your money earns interest, getting paid

Treasury bills or money market rates
This return component never waits
Even when spot and roll are low
Collateral keeps your money's flow

[Verse 3]
Add them up to see the whole
Spot plus roll plus collateral
Total return is crystal clear
When all three components appear

Some years spot might lead the way
Other times roll saves the day
Collateral's steady through it all
Breaking down the total haul

[Chorus]
Spot, roll, and collateral too
Three parts that make returns come through
S-R-C, remember the key
Components of commodity
Spot shows the price, roll shows the curve
Collateral earns what cash reserves
Three together tell the story
Of your commodity glory

[Outro]
Now you know the breakdown true
Three components working through
CFA knowledge in your mind
Commodity returns defined

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