First Private Systematic Commodity

Investment Objective

The First Private Systematic Commodity fund targets attractive returns that are not correlated with those of traditional asset classes. By participating in commodity price movements, the fund aims to achieve a high Sharpe ratio with a very low correlation. The fund applies a rules-based long/short strategy that has proven its worth over many years and which invests in 15 different commodities. Both long and short positions are taken and are allocated in equal proportions. Added value is generated via a series of independent signals (multi-strategy approach).

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 0.3 0.2 0.3 0.9 0.6 0.3 0.6 0.3 0.8 0.9 0.7 0.6 0.2
2020 0.7 1.0 0.6 0.8 0.8 0.9 0.0 0.1 0.6 0.0 0.9 0.1 0.6

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Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.