Tiberius Asset Mgmt (Active

Commodity Fund OP)

Fund Investment Objectives

The TIBERIUS ACTIVE COMMODITY OP strategy is a systematic overlay on the long-term commodity bull market. The strategy is based on quantitative models applied to single commodity components of the Rogers International Commodity Index (RICI). This diversified portfolio with a long only exposure aims to track the beta of the asset class. On the other hand, the strategy generates alpha by optimizing the investment in the portfolio and the allocation to sectors or to single commodities. Also, the roll yield is enhanced by selecting contract maturity according to the best potential forward returns. Minimum investment is one share.