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CTA-INFO Systematic Managers Index |
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- CTA Name : CTA-Info
- Program Name : Systematic Managers Index
- Start Date : 1980-01-01
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- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : Yes
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : Yes
- Mid-Term : Yes
- Short-Term : Yes
- Multi-Term : Yes
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
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CTA-Info
Systematic Managers Index
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
The CTA-Info Systematic Managers Index contains all managers and their programs who have at least 1 year of performance history. In order to be included as a systematic manager, the manager's program must utilize at least a 60% systematic approach to his or her trading. The index is constructed by taking all managers that meet this criteria and combining their monthly performance to create a hypothetical performance composite. The index is not weighted in any manner.
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