Bloomberg Commodity Index outperformance with target tracking error of 1.5% - 2.5% over a full market cycle‡ .
Systematic, factor-based strategy aims to capture persistent long-term payoff to a broad market of commodities through highly liquid future investments.
*There can be no guarantee that this objective will be achieved.
‡ A full market cycle is 3-5 years.
1 Alpha=excess return above the benchmark.