Auspice CTA VAI™ (Valued Added Index)

The CTA VAI (Valued Added Index)

The CTA VAI™ (Valued Added Index) illustrates the benefit of Managed Futures and two core characteristics:

  1. Managed Futures consistently adds risk-adjusted value over the long term, not only in times of financial crisis.
  2. There is a timing aspect to adding or increasing exposure to Managed Futures.

Click to download the White Paper, which has been published on BarclayHedge.


This was originally posted on April 7, 2014