AiLA-M030

Bloomberg Ticker : MQCPAA01

AiLA-M030 provides investors with access to a long only absolute returns diversified commodities strategy where the timing and quantum of allocations is determined using Machine Learning.

Sector Allocation

Annual Returns

Avg Annual Returns (2018 - 2024)

8.16%

Avg Annual Sharpe Ratio (2018 - 2024)

0.84

Index Value

Key Statistics

Returns
1D 0.12%
1M 0.42%
YTD -2.56%
1Y 1.33%
3Y Average 5.36%
5Y Average 9.06%
Since Inception Cumulative Returns 86.74%

Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 1.63% 1.46% -1.41% -1.65% 0.81% 0.16% 3.71% 1.90% 2.57% 1.40% 0.57% 0.69%
2018 1.49% -0.88% 1.64% 3.38% 2.30% 0.28% -0.67% -0.09% 4.29% -1.29% -5.19% 1.28%
2019 2.06% 1.84% -0.09% 0.75% -3.31% 2.42% 0.32% -2.77% 0.20% 1.39% 0.20% 2.32%
2020 -5.40% -4.17% -12.58% 1.05% 6.28% 4.78% 2.89% 3.16% -0.18% -0.82% 3.56% 0.79%
2021 -0.44% 7.25% -1.20% 9.11% 1.69% 0.98% 3.36% 0.83% 3.89% 5.22% -4.09% 3.26%
2022 2.89% 6.55% 7.26% 1.14% 0.22% -3.10% -0.48% 0.12% -3.79% 1.70% 2.54% -4.03%
2023 1.78% -1.87% 2.16% -0.86% -2.90% 5.33% 2.93% -0.25% -0.07% -1.05% 0.24% -1.74%
2024 1.02% -0.50% 3.42% -0.18% -0.36% 0.82% -1.73% -1.11% 0.31% -0.50% 0.02% 0.13%
20251.60%-0.61%1.46%-5.43%0.42%

Daily Weights

Asset Date EOD Weight Position Contract Year
Aluminium_LME_December 08/05/2025 0.00% Flat 2025
Aluminium_LME_June 08/05/2025 0.00% Flat 2025
Bean_CME_July 08/05/2025 0.00% Flat 2025
Bean_CME_March 08/05/2025 0.00% Flat 2026
Bean_CME_May 08/05/2025 0.00% Flat 2026
Bean_CME_November 08/05/2025 0.00% Flat 2025
Bean_CME_September 08/05/2025 0.00% Flat 2025
Brent_ICE_April 08/05/2025 0.00% Flat 2026
Brent_ICE_August 08/05/2025 0.00% Flat 2025
Brent_ICE_December 08/05/2025 0.00% Flat 2025
Brent_ICE_February 08/05/2025 1.69% Long 2026
Brent_ICE_January 08/05/2025 0.00% Flat 2026
Brent_ICE_July 08/05/2025 0.00% Flat 2025
Brent_ICE_June 08/05/2025 0.00% Flat 2026
Brent_ICE_March 08/05/2025 1.60% Long 2026
Brent_ICE_May 08/05/2025 1.59% Long 2026
Brent_ICE_November 08/05/2025 0.00% Flat 2025
Brent_ICE_October 08/05/2025 0.00% Flat 2025
Brent_ICE_September 08/05/2025 1.55% Long 2025
Copper_CME_December 08/05/2025 0.20% Long 2025
Copper_CME_July 08/05/2025 0.00% Flat 2025
Copper_CME_March 08/05/2025 0.20% Long 2026
Copper_CME_May 08/05/2025 0.00% Flat 2026
Copper_CME_September 08/05/2025 0.00% Flat 2025
Corn_CME_December 08/05/2025 0.00% Flat 2025
Corn_CME_July 08/05/2025 0.00% Flat 2025
Corn_CME_March 08/05/2025 0.00% Flat 2026
Corn_CME_May 08/05/2025 0.00% Flat 2026
Corn_CME_September 08/05/2025 0.00% Flat 2025
Feeder Cattle_CME_August 08/05/2025 0.00% Flat 2025
Gold_CME_April 08/05/2025 3.10% Long 2026
Gold_CME_August 08/05/2025 0.00% Flat 2025
Gold_CME_December 08/05/2025 0.00% Flat 2025
Gold_CME_February 08/05/2025 3.11% Long 2026
Gold_CME_June 08/05/2025 0.00% Flat 2025
HeatingOil_CME_April 08/05/2025 0.00% Flat 2026
HeatingOil_CME_August 08/05/2025 0.00% Flat 2025
HeatingOil_CME_December 08/05/2025 0.00% Flat 2025
HeatingOil_CME_February 08/05/2025 0.00% Flat 2026
HeatingOil_CME_January 08/05/2025 0.00% Flat 2026
HeatingOil_CME_July 08/05/2025 0.00% Flat 2025
HeatingOil_CME_June 08/05/2025 0.00% Flat 2025
HeatingOil_CME_March 08/05/2025 0.00% Flat 2026
HeatingOil_CME_May 08/05/2025 1.75% Long 2026
HeatingOil_CME_November 08/05/2025 0.00% Flat 2025
HeatingOil_CME_October 08/05/2025 0.00% Flat 2025
HeatingOil_CME_September 08/05/2025 0.00% Flat 2025
Kansas Wheat_CME_December 08/05/2025 0.00% Flat 2025
Kansas Wheat_CME_July 08/05/2025 0.00% Flat 2025
Lead_LME_December 08/05/2025 0.30% Long 2025
Lead_LME_June 08/05/2025 0.00% Flat 2025
Lean Hogs_CME_December 08/05/2025 0.00% Flat 2025
Lean Hogs_CME_July 08/05/2025 0.00% Flat 2025
Live Cattle_CME_December 08/05/2025 0.00% Flat 2025
Live Cattle_CME_June 08/05/2025 0.00% Flat 2025
Meal_CME_December 08/05/2025 0.00% Flat 2025
Meal_CME_July 08/05/2025 0.00% Flat 2025
Natural Gas_CME_August 08/05/2025 0.00% Flat 2025
Natural Gas_CME_December 08/05/2025 0.00% Flat 2025
Natural Gas_CME_February 08/05/2025 0.00% Flat 2026
Natural Gas_CME_May 08/05/2025 0.00% Flat 2026
Nickel_LME_M3 08/05/2025 0.00% Flat 2025
NYCocoa_ICE_December 08/05/2025 0.00% Flat 2025
NYCocoa_ICE_July 08/05/2025 2.05% Long 2025
Palladium_CME_December 08/05/2025 0.00% Flat 2025
Palladium_CME_June 08/05/2025 0.00% Flat 2025
Palladium_CME_March 08/05/2025 0.00% Flat 2026
Palladium_CME_September 08/05/2025 0.00% Flat 2025
RBOB_CME_December 08/05/2025 1.67% Long 2025
RBOB_CME_June 08/05/2025 0.00% Flat 2025
Silver_CME_December 08/05/2025 0.20% Long 2025
Silver_CME_July 08/05/2025 3.15% Long 2025
Silver_CME_March 08/05/2025 0.20% Long 2026
Silver_CME_May 08/05/2025 0.00% Flat 2026
Silver_CME_September 08/05/2025 3.36% Long 2025
Tin_LME_M3 08/05/2025 0.00% Flat 2025
Wheat_CME_December 08/05/2025 1.37% Long 2025
Wheat_CME_July 08/05/2025 0.00% Flat 2025
Wheat_CME_March 08/05/2025 1.35% Long 2026
Wheat_CME_May 08/05/2025 1.05% Long 2026
Wheat_CME_September 08/05/2025 0.53% Long 2025
WTI_CME_April 08/05/2025 1.58% Long 2026
WTI_CME_August 08/05/2025 0.00% Flat 2025
WTI_CME_December 08/05/2025 0.00% Flat 2025
WTI_CME_February 08/05/2025 1.48% Long 2026
WTI_CME_January 08/05/2025 0.00% Flat 2026
WTI_CME_July 08/05/2025 0.00% Flat 2025
WTI_CME_June 08/05/2025 0.00% Flat 2025
WTI_CME_March 08/05/2025 1.59% Long 2026
WTI_CME_May 08/05/2025 1.43% Long 2026
WTI_CME_November 08/05/2025 1.54% Long 2025
WTI_CME_October 08/05/2025 0.00% Flat 2025
WTI_CME_September 08/05/2025 0.00% Flat 2025
Zinc_LME_December 08/05/2025 3.73% Long 2025
Zinc_LME_June 08/05/2025 0.00% Flat 2025

These indices are for informational purposes only. Nor do they constitute advice, advertisement, invitation, confirmation, offer or solicitation to buy or sell any security or financial, credit, or lending product, or to engage in any investment activity or an offer of any financial service. Past performance of the products covered in these indices is not a reliable indication of future performance. Before acting on any information provided in these indices, please consider the appropriateness of such information having regard to your particular purpose, objective and needs, and seek relevant advice from your professional advisors.

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