MPI BEST 20
Designed to provide a more representative benchmark for an institutional portfolio of hedge funds focused on managed futures.
Developed in partnership with BarclayHedge, the MPI Barclay Elite Systematic Traders Index (BLOOMBERG: MPBEST20) is designed to provide a more representative benchmark for an institutional portfolio of hedge funds focused on managed futures. It is comprised of the 20 largest systematic traders reporting to the BarclayHedge database. The MPI BEST 20 Tracker Index (BLOOMBERG: MBEST20T) is designed to track returns of the MPI Barclay Elite Systematic Traders Index. We also customize the tracker index to achieve target volatility of 8 and 10 percent. 1
- 1 All simulated performance represented in these charts, graphs and performance figures are hypothetical and may not be an accurate or meaningful comparison. Simulated index performance results are based on criteria applied retroactively with the benefit of hindsight and knowledge of factors that may have positively affected its performance, and this data cannot account for all financial risk that may affect the actual performance of the index and tracker. In addition, performance for the tracker is net of pro-forma 1.5% fees and expenses. Past performance (actual or simulated) is not necessarily indicative of future results. No representation or warranty is made that any returns indicated will be achieved. This information does not constitute investment advice and is not an offer to sell or a solicitation for the sale of any security or financial product.
- 2 MPI BEST20 Tracker is calculated by an independent third-party index calculation agent. Performance for the tracker is net of pro-forma 1.5% fees and expenses, which is applied by MPI to the end-of-day ticker price calculated by the independent index calculation agent.
- 3 The MPI BEST20 Tracker 8% Vol and MPI BEST20 Tracker 10% Vol are simulated performance, which is calculated by MPI by applying mathematical weightings to the constituents and their respective market values inclusive in the MPI BEST20 Tracker. Performance for both the 8% and 10% trackers is net of pro-forma 1.5% fees and expenses.
- 4 “Live Period” represents performance since inception date, March 1, 2018, for the MBEST20 Index and MPI BEST20 Tracker. Performance data prior to the Live Period for the MBEST20 Index and MPI BEST20 Tracker is based on simulated performance.