Style Tilted Portfolios!
LOW VOL
TILTED
5.9% Annualized
22.0%
YTD
(end of August)
1.5% (August Monthly)
The Low Volatility Index/Portfolio chooses commodities with a bias towards those scoring highly negative to our Volatility Factor
| VALUE TILTED
11.9% Annualized
26.8% YTD (end of August)
1.4% (August Monthly)
The Value Index/Portfolio chooses commodities which score negatively to our Momentum Factor.
| MOMENTUM
TILTED
3.6% Annualized
19.7% YTD (end of August)
-1.2%
(August Monthly)
The Momentum Index/Portfolio chooses commodities which score positively to our Momentum Factor
|
BACKWARDATION TILTED
6.7% Annualized
27.8% YTD (end of August)
1.5% (August Monthly)
The Value Index/Portfolio chooses commodities which score negatively to our Backwardation Factor.
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