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2.81% $19.36 betashares crude oil index etf-currency hedged (synthetic)

Re. "The fund 'decays' in price each day over the month to make...

  1. joshii
    22 Posts.
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    20/04/20
    14:38
    Post #: 44143802
    Re. "The fund 'decays' in price each day over the month to make up price difference between spot and the current futures contact now held."

    How do you know this? I've not seen a plain language description of how the roll yield gets calculated into NAV. The only source I can find is the detailed S&P GSCI index methodology, and I'm not motivated to work through the math.
    OOO Price at posting: $19.36 Sentiment: None Disclosure: Not Held
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    lightbulb Created with Sketch.  Great analysis
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