Factor Tilted Portfolios!
LOW VOL
TILTED5.2% Annualized17%
YTD
(end of May)1.3% (May Monthly)The Low Volatility Index/Portfolio chooses commodities with a bias towards those scoring highly negative to our Volatility Factor
| VALUE TILTED
11.5% Annualized
21.2% YTD (end of May) 1.0% (May Monthly) The Value Index/Portfolio chooses commodities which score negatively to our Momentum Factor.
| MOMENTUM
TILTED3.5% Annualized
17.9% YTD (end of May)2.5%
(May Monthly)
The Momentum Index/Portfolio chooses commodities which score positively to our Momentum Factor
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