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Efficient och STOXX i samarbete om nytt Managed Futures-index

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Stockholm (HedgeFonder.nu) – Efficient Capital Management, en leverantör av multi-manager Managed Futures-portföljer baserad i Warrenville nära Chicago i USA, har blivit utvald som analyspartner för den nyligen lanserade iSTOXX Efficient Capital Managed Futures 20 Index.

Detta nya Managed Futures Index kommer att reflektera 20 av världens största Commodity Trading Advisors (“CTA”) baserad på såväl kapital under förvaltning som ytterligare regelbaserade kriterier.

En av de viktigaste fördelarna som detta index kommer att erbjuda är ”CTA-Beta“ till investerare, samtidigt som det skapar diversifiering över ett brett spektrum av förvaltare och program.

Efficient, i egenskap av analyspartner, samarbetade med STOXX för att utveckla en regelbaserad metod för att skapa ett index som reflekterar avkastningen inom Managed Futures som tillgångsklass. Efficient kommer att leverera alla nödvändig data för att STOXX oberoende ska kunna beräkna och publicera indexvärdena på daglig basis. Efficients egenutvecklade databaser kommer att användas för att skapa index-universet för den årliga urvalsprocessen av indexdeltagare. Kursuppgifter från Efficients så kallade ”managed account-plattform” kommer också att användas för beräkningen av de dagliga indexvärdena.

 

Bild: (c) shutterstock— kentoh 

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HedgeNordic Editorial Team
HedgeNordic Editorial Team
This article was written, or published, by a member of the HedgeNordic editorial team.

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