| Report Date | 15 February 2011 |
| Manager | Commodity Strategies |
| Fund Name | CSL Active Long Only Programme |
| Strategy | Commodities/CTA |
| Latest Return Date | January 2011 |
| Latest Return | 2.38% |
| Latest 6 Months | 22.83% |
| Latest 12 Months | 19.84% |
| Latest 24 Months | 43.94% |
| Annualised Since Inception | 13.22% |
| Inception Date | 30 November 1999 |
| FUM (millions) | AU$52 |
| Fund Overview | The CSL Active Long Only programme seeks to achieve a long term total return that exceeds the return in the underlying benchmark, the Reuters Jefferies CRB Index while maintaining lower volatility than the benchmark. The Dow Jones-AIG and the GSCI are also monitored. The fund is unleveraged and operates in deeply liquid global commodity markets using systematic processes that enable it to be long in any individual market or allocated to cash, depending on the prevailing yields. The portfolio systems manage positions in trending or mean-reverting markets, with a core emphasis on risk management and capital preservation across every aspect of the process. |
| Manager Comments | |
| More Information | » View detailed profile of this fund |
