20 likes | 162 Views
Commodities have provided protection from inflation. 10-year correlation to CPI yoy Index based on monthly data 1/03-12/12: S&P GSCI yoy% = 0.74 DJ-UBS CI yoy% = 0.64. CPI year over year Index. Commodity Index year over year % change.
E N D
Commodities have provided protection from inflation 10-year correlation to CPI yoy Index based on monthly data 1/03-12/12: S&P GSCI yoy% = 0.74 DJ-UBS CI yoy% = 0.64 CPI year over year Index Commodity Index year over year % change Source: S&P Dow Jones Indices and United States Department of Labor, Bureau of Labor Statistics. http://www.bls.gov/cpi/ Calculation of monthly data 1/02-12/12 for a 10-year history of yoy% change.