This strategy is offered by Newton Investment Management Ltd (‘NIM’). This strategy may be managed by an affiliate of NIM and may apply a research process that differs from that applied by NIM.
While commodities are a proven and liquid inflation hedge, they tend to perform poorly in low and benign inflationary environments. The strategy seeks the best of both worlds by combining dynamic, net-long exposure to commodity beta with active long/short commodity positions. When inflation is low and benign, the strategy’s risk budget tilts toward a long/short investment approach. When inflation is high and rising, the strategy’s risk budget is primarily allocated to a net-long commodity exposure, augmented by a long/short relative value positions. The strategy seeks to improve performance, lower volatility, and reduce drawdowns relative to traditional commodity benchmarks, which may result in a better overall Sharpe ratio.
Our investment team of research analysts and portfolio managers work together across regions and sectors, helping to ensure that our investment process is highly flexible.
A team of 15 investment professionals.
- years’ average investment experience
- years’ average time at Newton
Research analyst, multi-asset research team
Global head of multi-asset solutions
Portfolio manager, asset allocation portfolio management team
James H Stavena
Head of portfolio management, multi-asset solutions
Past performance is not a guide to future performance. Your capital may be at risk. The value of investments and the income from them can fall as well as rise and investors may not get back the original amount invested.