These are the approximate market sectors and sector weightings included in the DTI® as of the beginning of each year (assuming the energy sector is long). The DTI® individual market components, sectors, and related weightings, as well as other aspects of the calculation of the DTI®, are subject to change at any time.

Diversified Trends Indicator® (DTI®)

The DTI® is a long/short rules-based index constructed of 24 liquid commodity and financial futures contracts grouped into 18 sectors, with 50% exposure to commodity futures and 50% exposure to financial futures.

The index is designed to reflect both rising and falling price trends via long and short positions (the energy sector is long or flat but never short). The DTI® is historically non-correlated to traditional bond and equity returns over long-term periods, making it a potentially valuable diversification tool.

Click to enlarge image to the right >>