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 |
|---|---|---|
| 14.25 | 10/1/2012 | |
| 11.23 | 4/1/2014 | |
| 6.67 | 4/1/2013 | |
| -1.18 | 7/1/2019 | |
| 2.66 | 9/1/2018 | |
| 8.23 | 9/1/2018 | |
| 1.52 | 7/1/2020 | |
| 1.80 | 10/1/2009 | |
| -11.83 | 2/1/2010 | |
| -4.03 | 1/1/2011 | |
| -3.08 | 5/1/2013 | |
| 10.36 | 6/1/2018 | |
| 11.10 | 1/1/2012 | |
| 7.65 | 3/1/2015 | |
| 8.07 | 11/1/2008 | |
| 65.14 | 11/1/2020 | |
| 15.07 | 8/1/2012 | |
| -2.86 | 12/1/2014 | |
| 30.12 | 12/1/2019 | |
| 7.97 | 10/1/2009 | |
| 10.20 | 1/1/2018 | |
| 11.23 | 12/1/2018 | |
| 7.03 | 6/1/2021 | |
| 13.17 | 5/1/2020 | |
| 8.23 | 11/1/2014 | |
| 4.64 | 5/1/2016 | |
| -0.51 | 1/1/1997 | |
| -2.72 | 5/1/2019 | |
| -2.44 | 5/1/2017 | |
| 8.06 | 1/1/2012 | |
| 14.09 | 1/1/2020 | |
| 3.99 | 5/1/2018 | |
| 7.04 | 3/1/2015 | |
| 7.19 | 6/1/2021 | |
| 5.13 | 11/1/2015 | |
| 4.91 | 1/1/2018 | |
| 7.06 | 9/1/2020 | |
| 1.17 | 2/1/2015 | |
| -1.84 | 12/1/2020 | |
| 12.03 | 6/1/2018 | |
| 0.29 | 7/1/2016 | |
| -0.89 | 7/1/2021 |