Rigorous fundamental research disciplined systematic approach

Our objective is to understand the fundamental drivers of asset class prices and to apply decision making rules with systematic discipline.

Commodity Futures

Commodity futures have been traded for over 400 years. It is arguably the longest running, most robust, but least understood “alternative beta”.

SummerHaven commodity strategies offer a meaningful source of uncorrelated, diversifying returns to institutional investor portfolios.

Fundamental Research

Based on rigorous fundamental research into the supply and demand of commodity markets.

Data Driven

Theory and economic intuition are paired with robust empirical testing.

Theory and economic intuition are paired with robust empirical testing.

Research must be ongoing and continuous to add value in a complex and competitive market.

Private Equity Replication

Private Equity vehicles have delivered attractive long-term performance, but at the expense of liquidity, transparency, and high costs.

Sophisticated investors have a good option: research shows that a public strategy can deliver similar performance with transparency, liquidity, no leverage, and lower fees.

  • Private Equity managers acquire companies with potential for improvement.
  • They lever up the balance sheet, work to improve operations, and enhance profit margins.
  • Value investing in small cap companies allows sophisticated investors to take advantage of this strategy at much lower fees.

Volatility Risk Strategies

Insurance premia in equity options markets have long been understood. SummerHaven finds that they exist in commodity options as well.

Historically Persistent and Positive Risk Premia

Investors can earn a premium for supplying price crash insurance to commodity market participants.

Uncorrelated

A strategy that creates a diversified basket of commodity volatility risk premia.

Diversifying

The premia can be a source of uncorrelated returns and can enhance the risk and return characteristics of a diversified portfolio.

Investment Vehicles

SummerHaven offers investors a range of vehicles to suit their individual objectives, preferences, and constraints.

Institutional Investors

  • Private Funds
  • Separately Managed Accounts
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Individual Investors

  • Registered Funds and ETFs
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To learn more about the index benchmarks of our affiliated company SummerHaven Index Management, please click here.