A systematic, factor-based investment strategy that harnesses economic fundamentals and seeks to deliver consistent returns over a market cycle. The strategy efficiently maintains exposure to a broad basket of commodities using highly liquid futures instruments.
Bloomberg Commodity Index outperformance with target tracking error of 1.5% - 2.5% over a full market cycle‡ .
Systematic, factor-based strategy aims to capture persistent long-term payoff to a broad market of commodities through highly liquid future investments.
- Global commodity focus
- Live track record since 2018
- Provides diversification and inflation hedge potential to a multi-asset class portfolio
- Seeks alpha1 in a risk-controlled systematic process with conservative collateral management
- Highly experienced team provides portfolio oversight and makes continual model enhancements
1 Alpha=excess return above the benchmark.
Meet the Portfolio Managers
Co-Head of Multi Asset
There can be no guarantee that this objective will be achieved.
‡ A full market cycle is 3-5 years.