Investment Objective
The investment objective of SOLYS – SG29 MAS Funds – Alpha Commodity is to seek capital appreciation over the medium to long term through the use of diversified quantitative investment strategies across the commodity markets. The Fund tracks the performance of the SGI Alpha Commodity Basket Index which is comprised of 5 indices: 3 Carry indices (seek to generate returns from the curvature of commodity futures curves) and 2 Congestion indices (seek to generate alpha by rolling commodity futures). The Underlying Indices allocate only to futures on the Bloomberg Commodity Benchmark Index (BCOM).
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.1 | 0.0 | 0.4 | 0.3 | 0.2 | 0.5 | 0.0 | 0.6 | 0.5 | 0.7 | 0.2 | 0.8 | 0.9 | |
| 2023 | 0.2 | 0.8 | 1.0 | 0.5 | 0.7 | 0.2 | 0.4 | 0.4 | 0.6 | 0.6 | 0.9 | 0.6 | 0.4 |
