Auspice Broad Commodity Index

The Auspice Broad Commodity Index aims to capture upward trends in the commodity markets while minimizing risk during downtrends. 

The index is a tactical long strategy that tracks either long or flat positions in a diversified portfolio of 12 commodity futures which cover the energy, metal, and agricultural sectors. The index incorporates dynamic risk management and contract rolling methods. The index is available in total return (collateralized) and excess return (non-collateralized) versions.

The Auspice Broad Commodity Index is available via:

  • Indexes: we publish our eBetaTM Indices 3rd party via NYSE
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  • ETFs: through partner firms
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  • 40 Act Mutual Funds: US investors through partner firms
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  • Separately Managed Accounts
  • Gray area represents hypothetical data. Click to enlarge.

     

     

    *The performance of Auspice Broad Commodity Index prior to 9/30/2010 is hypothetical. All performance data for all indices assumes the reinvestment of all distributions. To the extent information for the index for the period prior to its initial calculation date is made available, any such information will be simulated (i.e., calculations of how the index might have performed during that time period if the index had existed). Any comparisons, assertions and conclusions regarding the performance of the index during the time period prior to the initial calculation date will be based on back-testing. “These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.”