Solengo wishes to provide the most attractive investment vehicle for investors looking for commodity exposure. To that end, we recognize that investors face exposure beyond pure market risk. The Solengo model is designed to minimize the risk associated with leverage, liquidity, credit and operations.
Far be it from me, and past performance etc. etc., but much the same claim was made of the Amaranth model. Brian Hunter’s brochure for your edification, starring the word ‘risk’ - 23 times.