LOW VOL
TILTED
13.7% Annualized5.7% 2024 Return-2.3% October MonthlyThe Low Volatility Index/Portfolio chooses commodities 'with a bias towards those scoring negatively to our Volatility Factor
| VALUE TILTED
17.3% Annualized0.0% 2024 Return
| MOMENTUM
TILTED
17.6% Annualized
|
BACKWARDATION TILTED
9.7% Annualized10.4% 2024 Return4.7% October MonthlyThe Value Index/Portfolio chooses commodities which score negatively to our Backwardation Factor.
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