Overview

Auspice manages an alternative product suite that spans the return continuum from alpha to beta. We call it eBeta™ (enhanced beta).
 

 
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These are available through various delivery mechanisms (i.e. Funds, Indexes, ETFs, Managed Accounts) at a fair price. To meet the needs of a client, we draw from our product suite or create tailored solutions based on the Auspice Building Blocks that reduce cost, improve transparency and are active with passive benefits.

 
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Auspice Building Blocks

The Auspice Building Blocks are a suite of strategies that deliver returns with a low correlation to traditional return sources and to each other. By combining multiple building blocks, often based on a foundation of momentum, we can create a truly diversified portfolio that improves returns and lowers volatility.

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Momentum Strategies

Capture the tendency of markets to continue in the direction that they are currently moving. It is a behavior that has been documented across markets for hundreds of years. It is the core source of returns in our strategies and it forms the solid foundation upon which our funds and indices are built.

Mean Reversion Strategies

Capture the tendency for markets to reverse when prices move too far, too fast, from a mean level. 

Short Term Strategies

Identify patterns and trends on shorter time frames where prices show a statistically significant tendency to move in a predictable way following the establishment of the pattern. 

Term Structure Strategies

Capture returns that are driven by price differentials in the shape of the forward curve.



 

Collaboration: A Client Driven Process

It’s about you.  We take the time to understand your needs, perform portfolio assessments, and then handcraft custom solutions to best suit your needs. 

No one of us is as smart as all of us thinking together.
— James Starvridis
 

Results

Performance when you need it most.

Historically, the Auspice Diversified Program has added value at critical times of market correction or volatility expansion in addition to times of equity performance. The world is getting more volatile and our goal is to continue to add this value.

Historical Results:

DISCLAIMER
Futures trading is speculative and is not suitable for all customers. Past performance may not be indicative of future results and there is no assurance that any of the fund’s investment objectives will be met. An investor could lose all or a substantial portion of their investment.

For U.S. Investors, any reference to the Auspice Diversified Strategy or Program, “ADP”, is only available to Qualified Eligible Persons “QEP’s” as defined by CFTC Regulation 4.7.

Barclay BTOP50 CTA Index
The Barclay BTOP50 CTA Index seeks to replicate the overall composition of the managed futures industry with regard to trading style and overall market exposure. The BTOP50 employs a top-down approach in selecting its constituents. The largest investable trading advisor programs, as measured by assets under management, are selected for inclusion in the BTOP50.

S&P 500
An index of 500 stocks chosen for market size, liquidity and industry grouping, among other factors. The S&P 500 is designed to be a leading indicator of U.S. equities and is meant to reflect the risk/return characteristics of the large cap universe.




Core Satellite

While embraced in traditional (equity and fixed income) investing for some time, the idea of core-satellite in alternatives is new.

Historically, alternatives were only available through active management making the ‘core’ difficult to achieve. This is now changing with the ability to gain exposure through passive management including index and enhanced beta (eBeta™) approaches. 

 
 

CoreAuspice eBeta™ Indices strategies: AMFERI and ABCERI
Satellite: Auspice Diversified Program

 

We combine CTA strategies to create a better product. We tailor this combination to suit your needs.     

Combines Active and Passive Attributes
  • Identifies return drivers appropriately (alpha to beta)
  • Prices them appropriately
  • Reduces costs
  • Increased performance
 

Delivery Mechanisms

At Auspice, we believe in using the right delivery mechanisms to meet the client’s needs. We were the first CTA to launch an ETF (2008) and have continued to expand our delivery suite:

  • Funds: LP, Canadian Mutual Fund Trust (OM), Onshore, Offshore
  • ETFs: through partner firms 
  • Indexes: we publish our eBeta Indices 3rd party via NYSE
  • 40 Act Mutual Funds: US investors through partner firms
  • Separately Managed Accounts