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 |