Style Tilted Portfolios!

LOW VOL TILTED

6.0% Annualized

23.2% YTD (end of September)

1.0% (September Monthly)

The Low Volatility Index/Portfolio chooses commodities with a bias towards those scoring highly negative to our Volatility Factor

VALUE TILTED

12.1% Annualized

28.6% YTD (end of September)

1.4% (September Monthly)

The Value Index/Portfolio chooses commodities which score negatively to our Momentum Factor.

MOMENTUM TILTED

4.9% Annualized

27.7% YTD (end of September)

6.7% (September Monthly)

The Momentum Index/Portfolio chooses commodities which score positively to our Momentum Factor

BACKWARDATION TILTED

7.8% Annualized

34.8% YTD (end of September)

5.4% (September Monthly)

The Value Index/Portfolio chooses commodities which score negatively to our Backwardation Factor.

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