First Private Systematic Commodity

Investment Objective

The fund targets attractive returns that are not correlated with those of traditional asset classes. By participating in commodity price movements, the fund aims to achieve a high Sharpe ratio with a very low correlation. The fund applies a rules-based long/short strategy that has proven its worth over many years and which invests in 15 different commodities. Both long and short positions are taken and are allocated in equal proportions. Added value is generated via a series of independent signals (multi-strategy approach) which look to exploit seasonal patterns, the shape of the commodity forward curves (positioning on the curve) or the price momentum of the various commodity categories.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2023 0.7 0.9 0.1 0.7 1.0 0.3 0.9 0.8 0.4 0.3 0.6 0.1 0.2
2022 0.3 0.8 0.3 0.8 1.0 0.9 0.0 0.4 0.7 0.9 0.5 0.6 0.8

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