BarclayHedge Insider - BarclayHedge

Value-Added Monthly Index (VAMI)

Written by superadmin | Feb 2, 2012 12:00:00 AM

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.