LOW VOL
TILTED
10.7% Annualized3.2% 2023 Return0.7% November MonthlyThe Low Volatility Index/Portfolio chooses commodities 'with a bias towards those scoring negatively to our Volatility Factor
| VALUE TILTED
11.1% Annualized
5.9% 2023 Return
| MOMENTUM
TILTED
9.8% Annualized
|
BACKWARDATION TILTED
9.4% Annualized-9.1% 2023 Return-3.5% November MonthlyThe Value Index/Portfolio chooses commodities which score negatively to our Backwardation Factor.
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