Auspice launches Auspice Managed Futures Indices

Calgary, Alberta (December 2, 2010) – Auspice Capital Advisors Ltd. (Auspice), a leading alternative investment provider, is pleased to announce the launch of the Auspice Managed Futures Indices: Auspice Managed Futures Total Return Index (AMFTRI) and Auspice Managed Futures Excess Return Index (AMFERI). The Auspice Managed Futures Total Return Index has been licensed for use by Claymore Investments, Inc.

The AMFTRI is a fully collateralized index. Both the AMFTRI and AMFERI aim to capture upward and downward trends in the commodity and financial markets while carefully managing risk. They track either long or short positions in a diversified portfolio of 21 exchange traded futures, which cover the energy, metal, agricultural, interest rate, and currency sectors. The indices incorporate dynamic risk management and contract rolling methods. 

These new indices provide investors with a unique and transparent means of investing. They allow investors to access a valuable asset class that has previously been outside of their reach.
— Tim Pickering Auspice Founder & President

Retail and institutional investors who have been curious about the benefits of managed futures following strong performance in 2008 can now easily access an investable index and associated products. The Auspice Managed Futures Total Return Index is calculated and published by the NYSE.

It has been designed to ensure that market participants are able to hedge their exposure and create enhanced products through ETFs, structured products and managed accounts.

About Auspice Capital Advisors, Ltd.

Auspice Capital Advisors Ltd. is a leading alternative investment provider of active managed futures strategies, passive ETF strategies, indices and custom commodity strategies. This innovative asset manager specializes in applying formalized investment strategies across a broad range of commodity and financial markets and provides investors with superior risk adjusted returns.

Auspice Capital Advisors Ltd. is a registered Portfolio Manager / Investment Fund Manager in Canada and a registered Commodity Trading Advisor (CTA/CPO) and National Futures Association (NFA) member in the US. Auspice’s core expertise is managing risk and designing and executing systematic trading strategies. In total, Auspice manages over $200 million in AUM through the Auspice Diversified Program, the Claymore Natural Gas ETF, and the Claymore Broad Commodity ETF.


This article was originally posted on December 02, 2010