Commodity Strategy
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.
Table of Contents
Investment Objective
Bloomberg Commodity Index outperformance with target tracking error of 1.5% - 2.5% over a full market cycle‡ .
Investment Approach
Systematic, factor-based strategy aims to capture persistent long-term payoff to a broad market of commodities through highly liquid future investments.
Key Features
- 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
Marco Aiolfi Marco Aiolfi
Head of Multi Asset
Edward J. Tostanoski III Edward J. Tostanoski III
Portfolio Manager
There can be no guarantee that this objective will be achieved.
‡ A full market cycle is 3-5 years.
