aiSource
INVESTMENT ALTERNATIVES.
TRUSTED ADVICE
Menu

Definitions & Formulas


A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z

A

Absolute Return

Accredited Investor

Active Risk

Alpha

Alpha Generator

Alternative Investment

Annualized Compound Rate of Return

Arbitrage

Arbitration

Associated Person (AP)

At–the–Money Option

Average Annual Return (AAR)

Average Losing Month

Average Positive Month

Average ROR

Average Recovery Time (ART)

B

[ Back to Top » ]

Backwardation

Barclay Index

Basis

Benchmark

Beta

C

[ Back to Top » ]

Call Option

Calmar Ratio

Capacity

Carrying Broker

Clear

Clearinghouse

Clearing Member

Compound Annual Rate of Return (CARR)

Commodity Futures Trading Commission (CFTC)

Commodity Pool

Commodity Pool Operator (CPO)

Commodity Trading Advisor (CTA)

Compound Annual Return

Compounding

Contango

Correlation

Correlation Coefficient

Covariance

Covered Option

Cumulative Return

D

[ Back to Top » ]

Deflation

Delta

Derivatives

Disclosure Document

Downside Deviation

Drawdown

E

[ Back to Top » ]

Efficient Frontier

Efficiency Index

Emerging Markets

F

[ Back to Top » ]

Fundamental Analysis

Futures

Futures Commission Merchant (FCM)

Futures Contract

Futures Industry Association (FIA)

G

[ Back to Top » ]

No Entry

H

[ Back to Top » ]

High Watermark

Hurdle Rate

I

[ Back to Top » ]

Incentive Fee

Intrinsic Value

Investment Strategy

J

[ Back to Top » ]

No Entry

K

[ Back to Top » ]

Kurtosis

L

[ Back to Top » ]

Leverage

Lock–Up

M

[ Back to Top » ]

Macro

Managed Futures

Margin

Mark–to–Market

Market Neutral

Market Timing

N

[ Back to Top » ]

National Futures Association (NFA)

National Introducing Brokers Association (NIBA)

Net New Highs

Net Asset Value

Notional Funding

O

[ Back to Top » ]

Option

P

[ Back to Top » ]

Performance Fee

Pro-Forma

Q

[ Back to Top » ]

Quantitative Analysis

R

[ Back to Top » ]

Rate of Return (ROR)

Year To Date ROR

Redemptions

Risk–Adjusted Performance

S

[ Back to Top » ]

Segregated Account

Self–Regulatory Organization (SRO)

Sharpe Ratio

Skewness

Slippage

Sortino Ratio

Standard Deviation

Sterling Ratio

Strategy

Stress Testing

Structured Product

T

[ Back to Top » ]

Technical Analysis

Total Return

Track Record

Trend

U

[ Back to Top » ]

Unit

V

[ Back to Top » ]

Value–Added Monthly Index (VAMI)

Value at Risk (VAR)

Volatility

W

[ Back to Top » ]

Weighting

X

[ Back to Top » ]

No Entry

Y

[ Back to Top » ]

No Entry

Z

[ Back to Top » ]

No Entry

 

CTA DATABASE

Sign up to access hundreds of different managed futures programs in our CTA database.

aiSOURCE NEWS

Get the latest reports in managed futures, straight from the Source. Enter your email and get the news.

aiTRACKER

A simple way to monitor your CTA portfolio without the hassle of looking at FCM statements.

Past performance is not necessarily indicative of future results. Trading commodity futures, options, and foreign exchange ("forex") involves substantial risk of loss and is not suitable for all investors. In no way is the advisor of the month a direct recommendation of aiSource or any of its affiliates. Please carefully review the disclosure documents and any other promotional material prior to investing with any program. Managed accounts and/or managed futures are very risky and may not be suitable for all investors. Please consult with a Managed Futures specialists prior to investing.