2024 CTA INDEX CONSTITUENTS. AlphaSimplex Group (ASG Managed Futures). AQR Capital Management (Managed Futures). Aspect Capital (Diversified).

2024 CTA TREND INDEX CONSTITUENTS. AlphaSimplex Group (ASG Managed Futures). AQR Capital Management (Managed Futures). Aspect Capital (Core Diversified).

The SG CTA Index calculates the daily rate of return for a pool of CTAs selected from the larger managers that are open to new investment. Selection of the pool ...

The SG Short-Term Traders Index is designed to track the daily performance of a group of the largest 10 short-term, diversified CTAs that have a holding period ...

The SG CTA Trend Index is designed to represent the performance of the 10 largest Trend Following CTA programs.