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 |