AFT is widely known for its three core trend-following, futures-based indexes: The Diversified Trends Indicator® (DTI®), The Commodity Trends Indicator® (CTI®), and The Financial Trends Indicator® (FTI™). These indexes were formerly licensed to, and branded by, Standard & Poor’s as the S&P DTI, S&P CTI, and S&P FTI.
The DTI®, CTI®, and FTI™ are long/short rules-based indexes constructed of liquid commodity and financial futures contracts. The CTI® and FTI™ are sub-indexes of the DTI®, and therefore follow the same investment methodology.
The DTI®, CTI®, and FTI™ are designed to reflect both rising and falling price trends via long and short positions. The indexes are historically non-correlated to traditional bond and equity returns over long-term periods, making them potentially valuable diversification tools.
Limiting the volatility of the DTI®, CTI®, and FTI™ was a guide in the determination of the methodology. The components of the indexes were selected based on fundamental characteristics and are limited to highly liquid, U.S. exchange-traded futures contracts.
DTI®, CTI®, and FTI™ Highlights