Lombard Odier Funds - Commodity Risk Premia

The Fund seeks to replicate the performance of the LOIM Commodity Index. The LOIM Commodity Index is a UCITS IV compliant index providing a broad and diversified commodity exposure, tracking the performance of twenty-one commodities futures selected from four broad sectors including industrial metals, precious metals, energy and agriculture. The Index is rebalanced every month based on our systematic risk parity allocation methodology and is optimized using the "S&P GSCI Dynamic Roll" Forward Optimization Strategy which aims at minimizing negative roll returns in contangoed futures markets.