Factor Tilted Portfolios!
LOW VOL
TILTED
5.5% Annualized
19%
YTD
(end of June)
1.7% (June Monthly)
The Low Volatility Index/Portfolio chooses commodities with a bias towards those scoring highly negative to our Volatility Factor
| VALUE TILTED
11.6% Annualized
22.6% YTD (end of June)
1.2% (June Monthly)
The Value Index/Portfolio chooses commodities which score negatively to our Momentum Factor.
| MOMENTUM
TILTED
3.8% Annualized
19.9% YTD (end of June)
1.6%
(June Monthly)
The Momentum Index/Portfolio chooses commodities which score positively to our Momentum Factor
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