Factor Tilted Portfolios!

LOW VOL TILTED

5.2% Annualized

17% 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 TILTED

3.5% 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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