Commodity Alpha Long-Bias

This strategy is offered by Newton Investment Management North America LLC (‘NIMNA’) in the United States. NIMNA is part of the Newton Investment Management Group.

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.

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.