Indexes & Methodologies

EAM's indexes and methodologies are based on economic and statistical theory, and have the potential to provide non-correlation and diversification to portfolios over long-term periods.

EAM is widely known for the Trader Vic Index® (TVI®). The TVI® is an index which follows a rules-based methodology designed to reflect the price trends in a diversified portfolio of futures contracts across 24 commodity and financial futures markets. These contracts are grouped into sectors and each sector is represented as either a long position or short position (with the exception of the Energy sector, which is represented on either a long position or flat position) depending on recent price trends of that sector. The TVI® is calculated by The Royal Bank of Scotland plc (which has delegated its role to RBS Business Services Private Limited)

Click here┬áto be taken to our website dedicated to the Trader Vic Index®