Criteria: – Must trade a primarily futures (inc. FX forwards) based strategy (as determined by SG). – Must be broadly diversified (across asset classes ...

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 CTA Mutual Fund Index, which is equally weighted, calculates the daily rate of return for a group of the largest 10 CTA Mutual Funds that are willing to ...

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.

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

Daily indices are calculated T+1 and published by 2pm US Eastern time. Monthly indices are initially calculated mid-month and may be subsequently revised. SG ...

The SG CTA Mutual Fund Index calculates the net daily rate of return for a group of the largest 10 CTA Mutual Funds. The SG CTA Mutual Fund Index is a key.

The Index methodology is designed to adjust each component's expected return to reflect correlation levels, aiming to limit spreads between expected returns.

The index calculation methodology is such that the index performance represents the return of a hypo- thetical portfolio comprising an equal dollar allocation.

The do-it-yourself (DIY) CTA Strategy had a correlation of 0.6 to the SG CTA Index, which is one of the benchmark indices for the managed futures industry. The ...