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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