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 |
|---|---|---|
| 9.81 | 8/1/2012 | |
| 3.06 | 12/1/2014 | |
| 9.83 | 5/1/2017 | |
| 12.82 | 2/1/2010 | |
| -0.90 | 5/1/2013 | |
| 9.96 | 5/1/2020 | |
| 6.32 | 5/1/2018 | |
| 9.38 | 5/1/2019 | |
| 7.56 | 6/1/2017 | |
| -4.39 | 6/1/2018 | |
| 4.67 | 1/1/2011 | |
| 2.41 | 1/1/1997 | |
| 3.24 | 3/1/2015 | |
| 2.22 | 11/1/2014 | |
| -2.77 | 3/1/2015 | |
| 3.32 | 4/1/2013 | |
| 8.67 | 10/1/2012 | |
| -4.39 | 7/1/2019 | |
| 1.09 | 8/1/2013 | |
| -0.25 | 2/1/2015 | |
| -6.40 | 5/1/2020 | |
| -4.28 | 1/1/2012 | |
| -6.78 | 12/1/2018 | |
| -4.04 | 1/1/1996 | |
| -3.80 | 1/1/2018 | |
| 9.94 | 9/1/2018 | |
| -4.21 | 10/1/2009 | |
| -3.15 | 11/1/2008 | |
| -7.16 | 7/1/2016 | |
| -5.90 | 11/1/2015 | |
| -2.15 | 9/1/2018 | |
| -11.24 | 4/1/2014 | |
| -8.48 | 10/1/2009 | |
| 1.49 | 12/1/2019 | |
| -5.15 | 1/1/2012 | |
| -12.01 | 5/1/2019 | |
| -2.60 | 1/1/2018 | |
| -12.50 | 1/1/2020 | |
| -0.23 | 11/1/2018 |