Bestinvest says
No information available.
The fund is unconstrained, long only and un-levered and features active asset allocation between commodity markets, equities and cash. Investments will be made in futures (50-100%), commodity swaps, equities (0-25%) and treasury bills. Positions will be determined firstly through fundamental analysis including a supply / demand model for each commodity. Quantitative analysis then follows and includes a multi-linear regression model featuring the 3-10 factors that have been determined to be most responsible for driving the commodity price. The final step involves technical analysis (including seasonal patterns) which aids with timing entry / exit of positions.