LOW VOL
TILTED
10.5% Annualized13.7% 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% Annualized53.3% 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% Annualized27% YTD (end of May)2.7% (May Monthly)The Value Index/Portfolio chooses commodities which score negatively to our Backwardation Factor.
| ||