Investment Objective*
Bloomberg Commodity Index outperformance with target tracking error of 1.5% - 2.5% over a full market cycle.
Investment Approach
Systematic, factor-based strategy aims to capture persistent long-term payoff to a broad market of commodities through highly liquid future investments.
Key Features
- Global commodity focus
- Live track record since 2018
- Provides diversification and inflation hedge potential to a multi-asset class portfolio
- Seeks alpha1 in a risk-controlled systematic process with conservative collateral management
- Highly experienced team provides portfolio oversight and makes continual model enhancements
* There can be no guarantee that this objective will be achieved.
Our adaptive investment processes that have been designed to help investors navigate a wide variety of market environments for over 40 years.
1Alpha=excess return above the benchmark.
