The Alternative Commodity Algo Program (ACAP)  is the Matsen Enterprises live program that seeks to replicated the returns of the ACAP-I.  Using ACAP-I as its reference index, the ACAP program represents a diversified, long/short/flat commodity index-like program that has shown to provide non-correlated benefits to a core 60/40 portfolio. The program was initiated on January 1, 2025.

ACAP program features:

  • Targets the return of the Matsen ACAP-I (reference index) net of costs and fees
  • Fixed Methodolgy
  • Highly Liquid
  • Diversified across 20 U.S. Exchange listed commodity components
  • Non-correlated to equities and long-only  commodity programs
  • Algorithm incorporates trend and commodity specific factors (i.e. seasonality, contango/backwardation)
  • Risk-parity weighting scheme
  • Rebalances and repositions monthly
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