Wed, May 25, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Efficient chosen as research partner for new STOXX Managed Futures Index

Friday, December 14, 2012

Ernest Jaffarian
Opalesque Industry Update - Efficient Capital Management, LLC, a leading provider of multi-manager Managed Futures portfolios, announced its selection as the research partner for the newly launched iSTOXX Efficient Capital Managed Futures 20 Index. This new Managed Futures Index will feature 20 of the world’s largest Commodity Trading Advisors (“CTAs”) based upon assets under management as well as additional rules based criteria. STOXX is recognized globally as one of the premier index providers of transparent global indices such as the EURO STOXX 50. This new partnership between STOXX and Efficient is expected to bring the strengths of both firms to investors interested in the Managed Futures world.

Efficient, as the research partner, collaborated with STOXX to develop a rules based methodology to create an index that captures the returns of Managed Futures as an asset class. Efficient will provide all the data necessary for STOXX to independently calculate and publish the index value on a daily basis. Efficient’s proprietary database will be used to constitute the index universe for the annual selection of the index constituents. Prices from Efficient’s managed account platform will also be utilized for the calculation of the daily index value.

Since 1999, Efficient has offered actively managed, broadly diversified multi-manager CTA portfolios to many of the world’s most sophisticated qualified institutional investors. Now, with the availability of its newly created private platform, Efficient believes that it is well positioned to work with a variety of institutional investors on customized managed futures solutions, both active and passive, providing them with quality multi-manager CTA exposure and CTA beta at a low cost.

Opalesque Note: Efficient Capital sponsored and participated in the recent Opalesque Managed Futures Roundtable: Source

Corporate website: Efficient Capital

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Paul Tudor’s hedge fund trims fee amidst poor performance, keep investors[more]

    Komfie Manalo, Opalesque Asia: Paul Tudor’s $11.6bn hedge fund firm Tudor Investment Corp. announced on Monday it would slash down fees of one of its biggest fund to 2.25% of assets and 25% of profits amidst backlash arising from poor performa

  2. West Virginia objects to Alpha Natural sale to hedge fund[more]

    From AP/Heraldcourier.com: West Virginia's environmental authority has filed an objection to the proposed $500 million sale of Alpha Natural Resources' assets to a hedge fund, arguing that the deal could leave the state holding hundreds of millions in reclamation liabilities. The Register-Hera

  3. Mitch Petrick leaves Carlyle as his hedge fund unit suffers losses while assets expand[more]

    Komfie Manalo, Opalesque Asia: Mitch Petrick will be leaving Carlyle Group as head of its hedge funds unit overseeing about $34bn as of March 31, after several funds under his management suffered losses while assets expanded, various media reported. Petrick joined Carlyle in 2010 and was a former

  4. Institutions - Kentucky pension leans into hedge funds amid governance turmoil, Korea's NPS names finalists for initial $1 billion hedge fund-of-funds allocation[more]

    Kentucky pension leans into hedge funds amid governance turmoil From AI-CIO.com: The Kentucky Retirement Systems moved to increase its hedge fund allocation as controversy reigned over fund leadership. Following a string of high-profile hedge fund exits, the Kentucky Retirement Systems (

  5. Fund Profile - The hedge fund that couldn't stay open long enough for a big payday[more]

    From Bloomberg.com: Toby Dodson waited six months for his bet against a fragile Portuguese bank to pay off. But before the reckoning, word came down from his hedge fund bosses at Achievement Asset Management in Chicago: get ready to clear out your desk and unwind your trades, we’re shutting down. Th