Diversified Portable Alpha
Executive Summary
The CORECOMMODITY PROGRAM - DIVERSIFIED PORTABLE ALPHA targets consistent returns from a liquid, diversified portfolio holding long and short relative value calendar spreads across commodity futures markets including energy, agriculture, industrial and precious metals markets.
Diversified Portable Alpha seeks to generate stable, diversifying alpha irrespective of market environment and uncorrelated to market betas, including equity, fixed income, commodities, currencies, and other hedge funds over long periods, while limiting drawdowns.
Diversified Portable Alpha can utilize volatility and leverage targets in separate accounts or fund of one structures to satisfy individual investors' risk and return objectives.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. COMMODITY TRADING INVOLVES SUBSTANTIAL RISK OF LOSS. Returns are gross of fees, which can have a compounding effect on performance. Data includes actual commissions, which can vary significantly by client. Individual investor returns may vary. As CoreCommodity does not provide cash management services for the account shown, performance is assumed to earn 90 day Treasury Bill returns. Although the results of the commodity trading program are actual results, the cash management results are hypothetical as described above; therefore please take note of the following disclosure regarding hypothetical results. Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under-or over compensated for the impact, if any, of certain market factors, such as a lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown. Monthly and YTD returns are estimates, and all returns are unaudited.
Register to get access to the managed futures database
Get the Full Picture!
See detailed analysis of this investment, and gain access to our complete database where you can:
- Save Investments to a Watchlist and Follow Managers
- Build Portfolios and Create Custom Multi-Manager Blends
- Export Performance Data and Download Research Reports
Disclaimer Info
The performance data displayed herein is compiled from various sources, including BarclayHedge, and reports directly from the advisors. These performance figures should not be relied on independent of the individual advisor's disclosure document, which has important information regarding the method of calculation used, whether or not the performance includes proprietary results, and other important footnotes on the advisor's track record.
The programs listed here are a sub-set of the full list of programs able to be accessed by subscribing to the database and reflect programs we currently work with and/or are more familiar with.
Benchmark index performance is for the constituents of that index only, and does not represent the entire universe of possible investments within that asset class. And further, that there can be limitations and biases to indices such as survivorship, self reporting, and instant history. Individuals cannot invest in the index itself, and actual rates of return may be significantly different and more volatile than those of the index.
Managed futures accounts can subject to substantial charges for management and advisory fees. The numbers within this website include all such fees, but it may be necessary for those accounts that are subject to these charges to make substantial trading profits in the future to avoid depletion or exhaustion of their assets.
Investors interested in investing with a managed futures program (excepting those programs which are offered exclusively to qualified eligible persons as that term is defined by CFTC regulation 4.7) will be required to receive and sign off on a disclosure document in compliance with certain CFT rules The disclosure documents contains a complete description of the principal risk factors and each fee to be charged to your account by the CTA, as well as the composite performance of accounts under the CTA's management over at least the most recent five years. Investor interested in investing in any of the programs on this website are urged to carefully read these disclosure documents, including, but not limited to the performance information, before investing in any such programs.
Those investors who are qualified eligible persons as that term is defined by CFTC regulation 4.7 and interested in investing in a program exempt from having to provide a disclosure document and considered by the regulations to be sophisticated enough to understand the risks and be able to interpret the accuracy and completeness of any performance information on their own.
RCM may receive a portion of the commodity brokerage commissions you pay in connection with your futures trading and/or a portion of the interest income (if any) earned on an account's assets. The listed manager may also pay RCM a portion of the fees they receive from accounts introduced to them by RCM.
Limitations on RCM Quintile + Star Rankings
The Quintile Rankings and RCM Star Rankings shown here are provided for informational purposes only. RCM does not guarantee the accuracy, timeliness or completeness of this information. The ranking methodology is proprietary and the results have not been audited or verified by an independent third party. Some CTAs may employ trading programs or strategies that are riskier than others. CTAs may manage customer accounts differently than their model results shown or make different trades in actual customer accounts versus their own accounts. Different CTAs are subject to different market conditions and risks that can significantly impact actual results. RCM and its affiliates receive compensation from some of the rated CTAs. Investors should perform their own due diligence before investing with any CTA. This ranking information should not be the sole basis for any investment decision.
See the full terms of use and risk disclaimer here.