LOW VOL
TILTED
9.8% Annualized10.6% YTD (end of July)0.4% (July Monthly)
The Low Volatility Index/Portfolio chooses commodities with a bias towards those scoring negatively to our Volatility Factor
| VALUE TILTED
13.6% Annualized
2.5% YTD (end of July)1.5% (July Monthly)
The Value Index/Portfolio chooses commodities which score negatively to our Momentum Factor.
| MOMENTUM
TILTED
10.7% Annualized36.4% YTD (end of July)-1.6% (July Monthly)The Momentum Index/Portfolio chooses commodities which score positively to our Momentum Factor
|
BACKWARDATION TILTED
12.9% Annualized22.5% YTD (end of July)1.5% (July Monthly)The Value Index/Portfolio chooses commodities which score negatively to our Backwardation Factor.
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