Liberty Commodity Partners (LCP) provides unique exposure to approximately thirty of the world’s most liquid commodity markets. The quantitative risk management techniques utilized by the Fund allows the strategy to capture commodity prices being driven higher by fundamental market forces, and to preserve investment capital by dynamically moving to a neutral position when those markets move in a prolonged downward direction. The Fund also positions itself to capitalize on investment opportunities that arise in the inefficiencies within a commodity market’s term structure.

The strategy employs a disciplined trading approach that is designed to tightly manage volatility to achieve an annualized standard deviation of 15%. The system uses a series of screens that are adaptive and can change with time to reflect the underlying individual dynamics of the different commodity markets being traded. The Fund employs a low use of leverage of typically 1.3 to 1.5 times. The strategy’s returns have little if any correlation to the equity markets, and exhibit low correlation to other Commodity Trading Advisors.