Dynamic Commodity Allocation System (DCAS). This strategy is an application of the DCTS on existing DJUBS and S&P GSCI benchmarks.  As these benchmarks have a number of inherent flaws, Nautical believes only in an enhanced index approach.  There are numerous versions of the DCAS designed to meet the needs of the enhanced index investor.  Since the DCTS, has the ability to short, from time-to-time, the tracking error between the some of the DCAS products and the underlying indices can be substantial (usually good tracking error in those cases).  Thus there are versions of the DCAS which are designed to control tracking error, but enhance the returns of the underlying index – namely Tactical Long Only.  The DCAS is a very versatile product that can be tailored easily to meet the needs of all types of investors.

 

 

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