CTAs in this segment use the efficiency of futures contracts to enter and exit long and short positions across indices including the S&P 500, Dow, Nasdaq, and Russell 2000 as well as foreign indices including the Nikkei and the FTSE. Holding periods range from intraday to months depending on the purpose of the strategy.
CTA / Program | YTD | Inception |
---|---|---|
1.86 | 1/1/2018 | |
1.19 | 4/1/2013 | |
0.77 | 10/1/2012 | |
-18.41 | 4/1/2014 | |
11.64 | 9/1/2020 | |
-0.30 | 2/1/2015 | |
-6.04 | 12/1/2020 | |
-4.74 | 6/1/2018 | |
-12.09 | 7/1/2016 | |
-5.50 | 7/1/2019 | |
31.32 | 9/1/2018 | |
5.47 | 9/1/2018 | |
-8.68 | 7/1/2020 | |
-8.74 | 10/1/2009 | |
28.70 | 2/1/2010 | |
16.03 | 1/1/2011 | |
10.80 | 5/1/2013 | |
-24.00 | 6/1/2018 | |
-13.33 | 1/1/2012 | |
2.35 | 3/1/2015 | |
4.51 | 11/1/2008 | |
-20.78 | 11/1/2020 | |
34.91 | 8/1/2012 | |
8.67 | 12/1/2014 | |
-39.32 | 12/1/2019 | |
0.36 | 10/1/2009 | |
-5.62 | 1/1/2018 | |
-9.35 | 6/1/2017 | |
5.92 | 12/1/2018 | |
-2.26 | 5/1/2020 | |
8.98 | 11/1/2014 | |
-6.75 | 5/1/2016 | |
3.90 | 1/1/1997 | |
7.08 | 5/1/2019 | |
17.49 | 5/1/2017 | |
0.72 | 1/1/2012 | |
0.90 | 5/1/2018 | |
9.40 | 3/1/2015 | |
15.10 | 8/1/2020 | |
-9.71 | 11/1/2015 |