1st # after 'CDR' is difference between VIX Futures for 2nd month out less the 1st month.
2nd number is the % decay applied to the VXX note price.
Rate is per-month.
'BR' (Backwardation Rate) occurs when the VX Futures are in Backwardation.
MBA student doing contract work for hedge funds and comanaging our university endowment. My sector outperformed the benchmark by 4x. Graham Disciple. Intrigued by Klarman but not swayed. I want Markowitz to be right but his inputs are poor. Also, CPA