Daily Indices ; SG CTA Index · 0.17%, 1.53% ; SG Trend Index · 0.22%, 3.04% ; SG Short Term Traders Index · -0.01%, -0.28% ; SG Multi Alternative Risk Premia Index.

The SG CTA Index calculates the daily rate of return for a pool of CTAs ... Historical Data Options. Last 3 Years. Pick Dates. from: to: Since Inception.

Benchmark, Daily, Month to Date, Year to Date, (net of fees). SG Trend Indicator, -0.19%, 2.39%, -14.2%. SG CTA Index, 1.58%, 0.85%. SG Trend Index, 3.09% ...

9 февр. 2023 г. · The total return over the last four years for CTA Index was 39.8%, and for the Trend Index 61.3%, showing that managed futures strategies have ...

The SG CTA Index, which is equal weighted, calculates the daily rate of return for a pool of CTAs selected from the larger managers that are open to new.

Nevertheless CTAs remain firmly in positive territory for the year so far, with the SG CTA Index ending the first quarter of the year at 4.05%. The SG Short ...

The SG CTA Mutual Fund Index is a key managed futures performance benchmark, selecting from the largest CTA Mutual Funds open to new investment. ... Historical ...

A closer look at CTA historical returns reveals that the returns are not always positive in large equity sell- offs in recent history. In striking contrast to ...

The index is available via a $150 yearly subscription which provides a complete monthly historical data set for all of the Barclay CTA Indexes and monthly ...

Similarly, the SG Trend Index currently includes the ten largest trend following CTA ... managed accounts and often only reported monthly composite returns.