Multi Asset

Commodity Strategy

A systematic, factor-based investment strategy that harnesses economic fundamentals and seeks to deliver consistent returns over a market cycle. The strategy efficiently maintains exposure to a broad basket of commodities using highly liquid futures instruments.

Fact Sheet

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 futures 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.

‡ A full market cycle is 3-5 years.

1 Alpha=excess return above the benchmark.