Auspice manages an alternative product suite that spans the return continuum from alpha to beta. We call it eBeta™ (enhanced beta).
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.
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.
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.
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.
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.
Auspice Diversified Program's (ADP) performance is based on Canadian dollars (CAD).
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. The CTA index does not encompass the whole universe of CTAs. The CTAs that comprise the index have submitted their information voluntarily and the performance has not been verified by the index publisher.
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.
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.
Core: Auspice 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.
- Identifies return drivers appropriately (alpha to beta)
- Prices them appropriately
- Reduces costs
- Increased performance