期货期权交易，投资管理期货及其他另类投资非常复杂，存在重大损失风险。因此，它们并不适用于所有投资者。 Metori Capital Management使用和分发的所有信息，出版物和报告，包括此特定材料，均不应解释为要约。 Metori Capital Management不分发研究报告，雇用研究分析师或保留CFTC法规1.71中定义的研究部门。 过往业绩不能保证未来的表现。在任何情况下，无论是实际的还是假设的任何业绩表现，均不能保证未来的结果。您的隐私对我们非常重要。可以联系我们获得Metori最新隐私政策。
METORI CHINA TREND OPPORTUNITIES INDEX
The objective of the Metori China Trend Opportunity Index is to achieve absolute returns over 3 to 5 years with little to no correlation to traditional investments. The program trades over 30 futures markets in China, long or short, by implementing systematic trend-following strategies based on mid to long-term quantitative signals. Such signals aim at identifying entry and exit points for each market, in order to capture trends both on the upside (long positions) and on the downside (short positions).
The Metori China Trend Opportunities Index (“the index”) is the property of Metori Capital Management.
The Index Methodology is not intended to be, or construed as, an offer or a solicitation by the Benchmark Administrator to sell, buy or invest in any ﬁnancial instrument or investment product, or to provide any kind of advice or service.
The Index seeks to replicate the performance of a hypothetical portfolio of Index Components. However, the Index does not actually invest in, hold or short the corresponding instruments. An investor in any product linked to, or benchmarked on, the performance of the Index will have no rights whatsoever to any Index Component or any other instruments underlying the Index. The Index is a statistical measure providing a representation of the value of a hypothetical portfolio, and shall not be construed or interpreted as constituting a fund, pool or any other investment vehicle.
Any investor, trader, asset manager or service provider making any use whatsoever of the Index, including (without limitation) managing or investing in any product linked to the performance of the Index, using the Index as a benchmark or providing services making references to the Index (each an “Index User”, collectively the “Index Users”), does it under its own responsibility and at its own risk. Prior to making any use of the Index, Index Users should seek independent financial, tax, accounting and legal advice. It is each Index User’s responsibility to ascertain that it is authorised to enter into any transaction or provide any service making references to the Index. Neither Metori nor any of its directors, officers or employees, will be liable or responsible for any loss or damage resulting, directly or indirectly, from using the Index in any way.
The performance of the Index over any time-period is not guaranteed to be positive. PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RETURNS. The strategy underlying the Index allocation model bears a certain number of risks, including (but not limited to): poor performance, risk of losses, volatility, leverage and value-at-risk, market risks.
The Index aims to capture the trends of a selection of futures contracts. The Index may perform well in periods when futures prices are steadily trending up or down. On the opposite, the Index is expected to perform poorly, or even significantly decline, in periods when futures prices do not move in a consistent manner or experience trend reversals. Moreover, the Index performance is expected to be negatively affected in periods of correlated markets.
The Index embeds a significant leverage effect through its hypothetical exposure to derivative instruments. Leverage creates special risks and may significantly increase the risk of losses.