Investors are searching for more efficient means of accessing alternative investments.
The Auspice eBetaTM Enhanced Indices are designed to meet the needs of investors that are looking to participate through a disciplined approach without sacrificing performance, diversification, and transparency. We believe enhanced beta (or eBetaTM) encompasses everything from alpha to beta, across a return continuum. The indices blend elements of active management and indexing into a transparent, single strategy rules-based approach.
These unique features provide superior risk adjusted performance.
- Rules-based Weighting: The Index will take a long, flat (zero weight) or short position of a component based on the current state of the markets.
- Quantitative Risk Management: Position weighting and rebalancing is based on a measure of volatility. This approach to risk management lowers the volatility and improves the risk adjusted returns of the index.
- Contract Roll Optimization: The Index roll strategy seeks to minimize the negative impacts, and maximize the positive impacts of contango and backwardation by selecting the contract with the highest expected roll return along the forward curve.
The Indices can be invested directly through a managed account or through our partner firms.