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 |
|---|---|---|
| 22.99 | 10/1/2012 | |
| 2.32 | 5/1/2019 | |
| 20.81 | 5/1/2017 | |
| 0.06 | 5/1/2020 | |
| -2.28 | 1/1/2012 | |
| 0.23 | 5/1/2018 | |
| 7.04 | 3/1/2015 | |
| 24.25 | 8/1/2020 | |
| -7.21 | 11/1/2015 | |
| -3.37 | 1/1/2018 | |
| -0.44 | 2/1/2015 | |
| 0.71 | 12/1/2019 | |
| -5.70 | 6/1/2018 | |
| -8.26 | 7/1/2016 | |
| -14.56 | 1/1/2012 | |
| -15.95 | 5/1/2019 | |
| -0.33 | 3/1/2015 | |
| -3.14 | 11/1/2008 | |
| 27.57 | 8/1/2012 | |
| 12.85 | 12/1/2014 | |
| -28.30 | 12/1/2019 | |
| 2.16 | 10/1/2009 | |
| 7.03 | 1/1/2018 | |
| 0.62 | 6/1/2017 | |
| 0.69 | 12/1/2018 | |
| -5.97 | 5/1/2020 | |
| 2.77 | 11/1/2014 | |
| -5.13 | 5/1/2016 | |
| 3.19 | 1/1/1997 | |
| -12.97 | 4/1/2014 | |
| 6.41 | 4/1/2013 | |
| -4.90 | 7/1/2019 | |
| 31.24 | 9/1/2018 | |
| 6.32 | 9/1/2018 | |
| -7.29 | 7/1/2020 | |
| -22.30 | 6/1/2019 | |
| -6.67 | 10/1/2009 | |
| -4.62 | 1/1/1996 | |
| 14.89 | 2/1/2010 | |
| 15.37 | 1/1/2011 | |
| 5.90 | 5/1/2013 |