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 |
|---|---|---|
| 17.38 | 1/1/2012 | |
| 5.84 | 5/1/2019 | |
| 10.93 | 3/1/2015 | |
| 21.99 | 11/1/2008 | |
| -10.21 | 9/1/2017 | |
| -24.88 | 8/1/2012 | |
| -3.84 | 12/1/2014 | |
| 3.02 | 8/1/2013 | |
| -3.04 | 10/1/2009 | |
| -3.04 | 1/1/2018 | |
| 16.13 | 6/1/2017 | |
| 11.97 | 12/1/2018 | |
| 19.99 | 11/1/2014 | |
| 3.11 | 1/1/1997 | |
| -0.70 | 5/1/2019 | |
| -0.99 | 5/1/2017 | |
| 6.39 | 1/1/2012 | |
| -24.88 | 11/1/2018 | |
| 5.43 | 5/1/2018 | |
| -1.70 | 11/1/2018 | |
| 6.62 | 3/1/2015 | |
| -3.58 | 9/1/2018 | |
| 11.32 | 9/1/2014 | |
| 1.76 | 10/1/2014 | |
| 4.02 | 12/1/2003 | |
| 7.17 | 11/1/2015 | |
| 13.16 | 1/1/2018 | |
| 3.79 | 2/1/2015 | |
| -3.98 | 9/1/2016 | |
| 3.75 | 6/1/2018 | |
| 20.88 | 10/1/2012 | |
| 15.47 | 4/1/2014 | |
| 6.37 | 4/1/2013 | |
| -0.81 | 7/1/2019 | |
| -13.40 | 9/1/2018 | |
| 5.96 | 6/1/2018 | |
| 3.97 | 9/1/2018 | |
| 11.02 | 10/1/2009 | |
| -2.40 | 1/1/1996 | |
| 5.04 | 2/1/2010 | |
| 7.05 | 1/1/2011 | |
| 9.99 | 8/1/2007 | |
| 2.30 | 5/1/2013 | |
| -2.83 | 12/1/2018 |