Factor Tilted Portfolios!
LOW VOL
TILTED5% Annualized15.4%
YTD
(end of April)7% (April 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
20.0% YTD (end of April) 5.5% (April Monthly) The Value Index/Portfolio chooses commodities which score negatively to our Momentum Factor.
| MOMENTUM
TILTED3% Annualized
15% YTD (end of April)7.9%
(April Monthly)
The Momentum Index/Portfolio chooses commodities which score positively to our Momentum Factor
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