LOW VOL
TILTED
13.9% Annualized4.5% 2024 Return-1.2% November MonthlyThe Low Volatility Index/Portfolio chooses commodities 'with a bias towards those scoring negatively to our Volatility Factor
| VALUE TILTED
17.7% Annualized0.2% 2024 Return
| MOMENTUM
TILTED
19.7% Annualized
|
BACKWARDATION TILTED
11.4% Annualized17.6% 2024 Return6.5% November MonthlyThe Value Index/Portfolio chooses commodities which score negatively to our Backwardation Factor.
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