Our objective is to understand the fundamental drivers of asset class prices and to apply decision making rules with systematic discipline.
SummerHaven commodity strategies offer a meaningful source of uncorrelated, diversifying returns to institutional investor portfolios.
Based on rigorous fundamental research into the supply and demand of commodity markets.
Theory and economic intuition are paired with robust empirical testing.
Research must be ongoing and continuous to add value in a complex and competitive market.
Sophisticated investors have a good option: research shows that a public strategy can deliver similar performance with transparency, liquidity, no leverage, and lower fees.
Investors can earn a premium for supplying price crash insurance to commodity market participants.
A strategy that creates a diversified basket of commodity volatility risk premia.
The premia can be a source of uncorrelated returns and can enhance the risk and return characteristics of a diversified portfolio.
To learn more about the index benchmarks of our affiliated company SummerHaven Index Management, please click here.