Value-Added Monthly Index (VAMI)
VAMI is defined as the growth in value of an average $1000 investment. VAMI is calculated by multiplying (1 + current monthly ROR) X (previous monthly VAMI). VAMI assumes the reinvestment of all profits and interest income. Incentive and Management Fees have been deducted.
- Lock up definition
- Standard Deviation Monthly Returns definition
- Convertible Arbitrage definition
- Barclay CTA Index definition
- Annualized Standard Deviation Monthly Quarterly Return definition