Commodity Strategies AG

CSAG Active Long Only Commodity Program

Year-to-Date
N/A
Minimum Investment
AUD 5,000,000
Management Fee 1.20%
Performance Fee 0.00%
Annualized Volatility 12.92%
Sharpe (RFR=1%) 0.53
CAROR 7.22%
Assets AUD21,000,000
Worst Drawdown -22.23
S&P Correlation 0.14

Summary

CSAG is systematic and technical in nature, fully automated for daily trading with low average turnover based on market data. Long positions are established for commodities with a yield greater than cash, and can be held for any length of time. Where yield is low, allocation is to cash with rebalancing based on position size and market conditions. We use a systematic approach to position entry/exit, with use of synthetic options. We actively manage positions in commodities only, there are no equities held and we do not use any cash enhancements. Pooled vehicles or separate accounts are available.