The CTA VAI™ (Valued Added Index)
The CTA VAI™ (Valued Added Index) illustrates the benefit of Managed Futures and two core characteristics:
- Managed Futures consistently adds risk-adjusted value over the long term, not only in times of financial crisis.
- 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