Summary

We seek to deliver an uncorrelated and robust return stream, that captures much of the upside in commodity bull markets whilst limiting the downside in the inevitably deep commodity market corrections. QDRA trades a diversified set of strategies over an equally diversified set of commodities, whilst carefully managing and limiting the risk allocated. The combination of the strategies traded, the regime identification risk allocation and risk management approach, have been used in other QDRA multi-asset portfolios, with some models utilised for over a decade without change.