Managed Commodities

Dynamic Risk-Overlays for Commodity Investments

Commodities are an important asset class and, in many cases, a relevant component within investor portfolios.

However, due to the highly volatile nature of this asset class, the portfolio integration of unmanaged commodities with traditional approaches can be a challenge.

In this paper, we suggest considering commodities in combination with a dynamic risk overlay, which improves the risk/return profiles significantly.

Therefore, we introduce: “Managed Commodities”