Protected Target Alpha Fund - A Cap

The Protected Target Alpha Fund invests in a quantitatively managed portfolio focused on the commodity markets, consisting of three main strategies. Half of the portfolio follows a Beta strategy that mirrors the overall commodity market's movements. The remaining half is split between two Alpha strategies, each aiming to achieve absolute returns by optimizing roll costs and managing the term structure of commodity contracts. The fund uses daily algorithm-based adjustments within each strategy and rebalances the allocation between the Beta and Alpha strategies every six months to maintain its targeted distribution.