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 selected from the larger managers that are open to new investment.

The broader SG CTA Index currently comprises the 20 largest CTA managers that, among other criteria, are open to new investments.

Investments in general and derivatives in particular involve numerous risk, including amongst others, market, counterparty default and liquidity risk. Trading.

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 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 Stark Systematic Trader Index is designed to broadly represent the performance of the all CTA programs in the Stark database whose approach is systematic ...

16 сент. 2024 г. · The SG CTA index is supposed to be investable through being an equal-weighted index of the largest 20 CTA funds that are open for investments.

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

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.