LOW VOL
TILTED
13.6% Annualized6.2% 2024 Return1.7% December MonthlyThe Low Volatility Index/Portfolio chooses commodities 'with a bias towards those scoring negatively to our Volatility Factor
| VALUE TILTED
18.1% Annualized0.0% 2024 Return
| MOMENTUM
TILTED
19.2% Annualized
|
BACKWARDATION TILTED
10.5% Annualized16.9% 2024 Return-0.5% December MonthlyThe Value Index/Portfolio chooses commodities which score negatively to our Backwardation Factor.
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