Alpha Commodity Fund
|Investment Advisor||Theam BNP Paribas|
|Fund AUM (GBP)||£47m|
|Fund AUM as of||31 May 2018|
|Fund Inception||07 September 2012|
|Fund Indices||AH Commodities UCITS Index|
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.