SDCI is comprised of 23 highly liquid, US exchange-listed commodity futures contracts.

• Provides consistent non-correlated diversification to a core equity/fixed income portfolio in a fully transparent, fixed methodology structure; no style drift.

• Return Price trend algorithms determine long or short positions for each of the 23 contracts representing the five major commodity sectors: Grains, Livestock, Metals, Softs, and Energy.  Positions are established monthly.

• Portfolio is rebalanced to its initial weights at the beginning of each month.

• Non-leveraged.

The weighting scheme is a simple average of the S&P GSCI and the Dow Jones Commodity Index ("DJCI").