LOW VOL
TILTED
9.1% Annualized-1.2% 2023 Return-0.5% April MonthlyThe Low Volatility Index/Portfolio chooses commodities with a bias towards those scoring negatively to our Volatility Factor
| VALUE TILTED
9.4% Annualized
-7.5% 2023 Return-4.2% April MonthlyThe Value Index/Portfolio chooses commodities which score negatively to our Momentum Factor.
| MOMENTUM
TILTED
7.9% Annualized
|
BACKWARDATION TILTED
8.6% Annualized-9.3% 2023 Return-2.8% April MonthlyThe Value Index/Portfolio chooses commodities which score negatively to our Backwardation Factor.
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