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RCG Managed Futures reviewed many CTAs for past performance, amongst other factors such as past risk history, methods of trading, methods of risk control, diversification and flexibility in order to highlight certain CTAs.
The charts available on this website compare the Highlighted CTA’s VAMI (Value- Added Monthly Index) to the S& P 500 index, the NASDAQ, and the Barclay CTA index, and are provided for your convenience. You can use these comparisons as part of analyzing your investment decisions. The Highlighted CTAs can afford you the type of potential return you are seeking from a stand alone investment.
VAMI (Value- Added Monthly Index) - VAMI is defined as the growth in value of an average $1000 investment. VAMI assumes the reinvestment of all profits. The S&P 500 is an index made up of 500 blue chip stocks. The index is commonly used to measure stock market performance. The Barclay CTA Index measures the composite performance of CTAs that have been trading for four years or more, and are registered with Barclays.
RCG Managed Futures provides these past performance comparisons as another tool for you to use while comparing these different CTAs. See reports.
