... 40–44 Commodity futures, 7, 229 231 See also Design of commodity futures trading program Commodity Futures Trading Commission (CFTC), 154–155, 240–241, 260n1, 260n2, 339, 387 Commodity trading ... in, 235 –247 investment style and portfolio returns with, 9–10 mutual funds vs., 239 performance measures for, 79–80 performance persistence of, see Performance persistence and portfolio performance, ... Barclay Trading Group data on, 251–253 performance and, 253–257 and performance persistence, 40–44 structure of, 249–251 Contingent claim-based performance evaluation, 296–297 Contingent claim performance...