Windham Capital Management has launched the Windham Quantitative Commodity Fund which will be offered as a private fund vehicle consisting of three commodity investment strategies that have been implemented by the firm’s principals for more than a decade – 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 says the new fund will 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 Quantitative Commodity Fund is being offered with limited capacity which will allow the fund to take advantage of commodity market trading inefficiencies.
