Alpha Commodity Fund


Fund Strategy Commodities
Fund Geography Global
Investment Advisor Theam BNP Paribas
Fund Currency USD
Fund AUM $20.1m
Fund AUM (GBP) £15m
Fund AUM as of 03 July 2019
Fund Inception 07 September 2012
Fund Indices AH Commodities UCITS Index

Fund Objective

The objective of the fund is to generate absolute returns through exposure to a quantitative, non-directional investment strategy based on the commodity market (using commodity futures indices). The fund aims to generate de-correlated returns to commodity markets through a dynamic allocation to three different strategies: Curve Alpha, Momentum Alpha, and Backwardation Alpha.

Reference Index



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