http://images.google.com/imgres?imgurl=http://www.japaninc.net/files/images/mgz_72_commo-Decorrelation.JPG&imgrefurl=http://www.japaninc.com/node/2356&h=265&w=564&sz=70&hl=en&start=5&tbnid=GztL_3HRVDN0JM:&tbnh=63&tbnw=134&prev=/images%3Fq%3Dcorrelation%2Bmatrix%26gbv%3D2%26hl%3DenThe above image is a correlation matrix of commodities from magazines showing that comodities are indeed a useful asset class in putting together a diversified portfolio. A correlation matrix is a matrix that gives the correlations between all pairs of sets of data.
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