Commodity premia: It’s all about risk control

Luc Dumontier and Guillaume Garchery of La Française Investment Solutions present the main commodity risk premia, ways to implement them and pitfalls to avoid

Commodity premia - risk control
A new generation of multi-asset products allows for direct investment in alternative premia

The impact of repeated crises – the bursting of the technology bubble in 2001/2002, the global financial crisis of late 2008/early 2009 and the sovereign debt crisis of 2011/2012 – on the performance of traditional asset allocation funds has been amply documented. Professionals have recognised that allocating between traditional (equities and bonds) and alternative (real estate, commodities, infrastructure, private equity, etc) asset classes resulted in an implied exposure to, at best, only a

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