RT Journal Article SR Electronic T1 Taking Full Advantage of the Statistical Properties of Commodity Investments JF The Journal of Alternative Investments FD Institutional Investor Journals SP 63 OP 66 DO 10.3905/jai.2001.319002 VO 4 IS 1 A1 Hilary Till YR 2001 UL https://pm-research.com/content/4/1/63.abstract AB It is well documented that the statistical properties of commodities yield important risk-reduction benefits for a portfolio invested mainly in financial assets. It is perhaps less well known that individual commodity strategies can be so uncorrelated that they can significantly dampen the risk of a commodity-only portfolio. In this article, we suggest that investors take full advantage of the unique statistical properties of commodity investments in their portfolios by adding commodity assets to a financial-only portfolio as well as taking full advantage of the correlation properties of commodity strategies within a commodity-only portfolio.