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Ridgedale RMAC Alpha 8 Vol Program Posts Its January 2023 Results
January 2023 - Hedge Fund
Ridgedale RMAC (Multi-Source Active Commodity Alternative) Index Plus (“RMAC Index Plus”) is an Enhanced Commodity Beta Strategy.
The RMAC Index Plus is a commodity beta index designed to track the Bloomberg Commodity Index (BCOM) with a tracking error target of 8-10%. RMAC Index Plus seeks to generate active returns by taking calculated risks around the benchmark through two distinct active and systematic approaches:
Convergent Portfolio: Combines value and carry factors