Table of Contents
Provide broad exposure to commodities while seeking to outperform the Bloomberg Commodity Index with target tracking error of 1.5% - 2.5% ‡
Systematic, factor-based investment processes harness fundamental drivers of performance, seeking to deliver consistent returns over a market cycle
- Efficiently maintain exposure to a broad basket of commodities using highly liquid futures instruments
- Provide diversification and inflation hedge potential to a multi-asset class portfolio
- Seeks commodity alpha in a risk-controlled systematic process with conservative collateral management
There can be no guarantee that this objective will be achieved.
‡ A full market cycle is 3-5 years.