Fulcrum Commodity


Fund Strategy Commodities
Fund Geography Global
Investment Advisor Fulcrum Asset Management LLP
Portfolio Manager Gavyn Davies, Andrew Stevens
Fund Currency USD
Fund AUM $55.5m
Fund AUM (GBP) £42m
Fund AUM as of 20 June 2018
Fund Inception 29 October 2010
Fund Indices AH Commodities UCITS Index
Sub Index - Systematic Macro

Fund Objective

The Fulcrum Commodity Fund is a UCITS III fund that seeks to achieve absolute Returns through systematic investment in liquid commodity instruments. The Fund targets an annual return of 15%-20% and a realised volatility of 12%-16%. Alpha is achieved through the utilisation of systematic strategies based on prices, volatility, backwardation / contango, inventory data, and mean reversion. The Fund invests in liquid swaps on 24 commodities and fully adheres to the UCITS III diversification rules. The Fund aims to capture secular trends in commodities and limit drawdowns during major commodity selloffs.


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