| Report Date | 05 May 2013 |
| Manager | Commodity Strategies AG |
| Fund Name | CSAG Long Only Program |
| Strategy | Commodities/CTA |
| Latest Return Date | March 2013 |
| Latest Return | -0.16% |
| Latest 6 Months | -6.64% |
| Latest 12 Months | -4.39% |
| Latest 24 Months | -13.40% |
| Annualised Since Inception | 8.10% |
| Inception Date | 30 November 1999 |
| FUM (millions) | US$23 |
| Fund Overview | The CSAG Long Only programme seeks to achieve a long term total return that exceeds the return of the Reuters/Jefferies CRB Total Return Index with lower volatility. 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 | The Commodity Strategies Long Only Fund delivered -0.16% for the month bringing its since inception performance to 8.1% pa.
The Fund's 8.1% pa compares well with the Fund's benchmark (Dow Jones-UBS Commodity Index Total Return) return of 4.01% pa over the same time. The Fund's Sharpe and Sortino ratio are also in excess of the benchmark while its annualised volatility is also notable at 13.32% as against 17.38%. |
| More Information | » View detailed profile of this fund |
