Commodity Strategy
Diversified Analysis
The Commodity Strategy is a global, quantitative investment strategy — we use statistical and mathematical models to analyze the behavior of commodities and their related currencies. The rigor of our quantitative analysis is what differentiates us.
More than 40 assets are evaluated in order to develop our portfolio of approximately 15 Exchange-Traded Fund (ETF) positions.
Our Strategy is a focused, opportunistic combination of liquid strategies blended together in a tested quantitative framework and actively managed by our team of investment professionals who apply 60+ years of combined investment industry experience in:
Fundamental economic analysis
Tactical and strategic trading
Technical trend-following and momentum trading
Key Features
Portfolio Holdings
Commodities, Currencies
Investment Process
Quantitative, Global Macro
Directional Positions
Long and Short
Max Position
2%
Sector Focus
Varies
Country or Regional Focus
Global
Source of Profits
Momentum, Trend-Following
Use of Leverage
Yes
YTD: 2024 Performance
Chief Investment Officer:
Sidney Hardee
Chief Compliance Officer:
Grace Huang
Chief Operating Officer:
Serge Pedro
High-water Mark:
Yes
Management Fee/Performance Fee:
Yes/No
%
Commodity Strategy * Simulated
%
GSCI Commodity Index
%
Bloomberg Commodity Index
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