Factor Tilted Portfolios!

LOW VOL TILTED

5.5% Annualized

19% YTD (end of June)

1.7% (June Monthly)

The Low Volatility Index/Portfolio chooses commodities with a bias towards those scoring highly negative to our Volatility Factor

VALUE TILTED

11.6% Annualized

22.6% YTD (end of June)

1.2% (June Monthly)

The Value Index/Portfolio chooses commodities which score negatively to our Momentum Factor.

MOMENTUM TILTED

3.8% Annualized

19.9% YTD (end of June)

1.6% (June Monthly)

The Momentum Index/Portfolio chooses commodities which score positively to our Momentum Factor

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