SG Trend Indicator, -0.19%, 2.39%, -14.2%. SG CTA Index, 1.58%, 0.85%. SG Trend Index, 3.09%, 0.97%. SG STTI, -0.23%, -0.60%. S&P 500 TR, 5.27%, 27.35%. S&P ...

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 Short Term Traders Index fared the best, down only -1.18% in March, and now leads returns year to date, up 5.47%. The SG Trend Indicator posted -3.52% in ...

The charts and tables below show an analysis of the levels of the BNP Paribas Multi-Asset Trend Index. The performance shown is hypothetically simulated until ...

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 Trend Index (f.k.a. SG Trend-Sub Index) is designed to track the 10 largest (by AUM) trend following CTAs and be representative of the trend followers ...

19 авг. 2024 г. · A benchmark used in the managed futures business to measure the effectiveness of trend-following strategies is the SG Trend Index.

The document provides information about the SG Trend Index, which tracks the performance of the largest trend following managed futures funds.