CSCB Index Attribution analysis

Charts showing the performance of the CSCB refer to simulated performance up to June 2009 and actual performance thereafter. Past performance should not be taken as an indication or guarantee of future performance, and no representation or warranty, express or implied, is made regarding future performance.

The analysis above is an approximation of performance attribution from the different features the CSCB methodology uses versus BCOM and S&P GSCI. It is calculated by the difference in annualized performance of five indices which incrementally add such features, starting with the S&P GSCI (or BCOM) and then adding the "Monthly Rebalance", the prolonged "- 5 to 9 Roll" period, the investment in the "First 3 month contracts" and lastly considering the different "Components / Weighting".