LOW VOL
TILTED
9.9% Annualized14.1%
YTD
(end of April)
1.7% (April Monthly)
The Low Volatility Index/Portfolio chooses commodities with a bias towards those scoring negatively to our Volatility Factor
| VALUE TILTED
15.7% Annualized
8.9% YTD (end of April)-2.7% (April Monthly)
The Value Index/Portfolio chooses commodities which score negatively to our Momentum Factor.
| MOMENTUM
TILTED
13% Annualized45% YTD (end of April)8% (April Monthly)The Momentum Index/Portfolio chooses commodities which score positively to our Momentum Factor
|
BACKWARDATION TILTED
13% Annualized23.7% YTD (end of April)3.1% (April Monthly)The Value Index/Portfolio chooses commodities which score negatively to our Backwardation Factor.
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