BOSTON–(BUSINESS WIRE)–Windham Capital Management, an asset management firm specializing in risk-based solutions, announced it has launched the Windham Quantitative Commodity Fund as of January 1, 2023.
Windham’s Quantitative Commodity Fund seeks to generate returns that have a low correlation to both traditional and alternative assets to provide improved diversification as well as inflation protection for investor portfolios. The fund will be offered as a private fund vehicle and will combine three commodity investment strategies that have been implemented by the firm’s principals for more than a decade. The three commodity investment strategies, which will be equally volatility-weighted in the portfolio include, commodity roll yield, commodity momentum, and commodity value. Long and short positions in commodity futures and SWAPs will be the instruments used to implement the portfolio.
Windham’s Chief Investment Strategist, Andrew Weisman who co-manages the Commodity Fund with Chief Investment Officer, Richard Lindsey, believes that if investors are going to have commodities in their portfolio as a diversification tool, then it’s best to use an active, long/short approach in order to dampen the volatility inherent in just being long a basket of commodities.
The Quantitative Commodity Fund is being offered with limited capacity which will allow the fund to take advantage of commodity market trading inefficiencies. Historically high correlations of traditional markets as well as the current inflationary environment are driving individual and institutional investors to seek alternative sources of return which can also provide uncorrelated inflation protection for their portfolios.
About Windham Capital Management
Windham Capital Management is an independent asset management firm founded in 1988. Windham is widely recognized for its pioneering research in risk management and asset allocation. Its staff has published more than 100 peer reviewed journal articles and eight investment books. For information, please contact John Manley, Director of Investor Relations, at email@example.com or (617) 419-3900.