Snapshot for PBCI Parker Blacktree Currency Index (PBCIPBCI)

Rate Profile Information for PBCIPBCI

The PBCI is modular by construction and comprised of two sub-indices: the Currency Managers Index (CMI) and the Investment Strategies Index (ISI). The CMI Index measures the alpha generated by active currency managers. The ISI Index captures a broad set of implied betas available in the currency markets. Implied beta is defined as an excess return captured through exposure to a currency market theme. The CMI and ISI are equally weighted to create diversified exposure across the range of investment opportunities.