Style Tilted Portfolios!

LOW VOL TILTED

10.5% Annualized

13.7% YTD (end of May)

-0.3% (May Monthly)

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

VALUE TILTED

15.8% Annualized

6.1% YTD (end of May)

-2.6% (May Monthly)

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

MOMENTUM TILTED

14.9% Annualized

53.3% YTD (end of May)

5.7% (May Monthly)

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

BACKWARDATION TILTED

13.7% Annualized

27% YTD (end of May)

2.7% (May Monthly)

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

It is important that visitors to our page read our disclaimer notification.