Profile FTC Commodity Fund Alpha

Long/short commodity strategy with trend following characteristics

The FTC Commodity Fund Alpha invests in a wide range of liquid and exchange traded commodity futures from all segments (energy, non-ferrous and precious metals, industrial raw materials, agricultural products). On average the largest weight of the portfolio is located to the energy segment.

The trading model consists of a multi-system approach in which trend-following systems of different time horizons build the core. Other, such as arbitrage opportunity based systems are not correlated to the trend-following thus offering additional diversification. Weights of systems and markets are rule-based as well as entries, limits, stops and position sizing.

Goal is a high positive correlation to commodity indices in upward cycles. Longer corrective phases as well as clear down-trends also offer the chance for positive returns. A significantly negative correlation and high alpha with respect to commodity indices can be expected.

The current trading systems were developed between 2009 and 2011. Inception was April 1st 2005.