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

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

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.

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

The SG Trend Indicator is a market based performance indicator designed to have a high and stable correlation to the returns of trend following strategies. The ...