Style Tilted Portfolios!

LOW VOL TILTED

5.9% Annualized

22.0% YTD (end of August)

1.5% (August Monthly)

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

VALUE TILTED

11.9% Annualized

26.8% YTD (end of August)

1.4% (August Monthly)

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

MOMENTUM TILTED

3.6% Annualized

19.7% YTD (end of August)

-1.2% (August Monthly)

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

BACKWARDATION TILTED

6.7% Annualized

27.8% YTD (end of August)

1.5% (August Monthly)

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

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