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CTA index constituents

NilssonHedge has formed the list of the managers that are part of the CTA index as of 2019. The selection criterion is that the manager has reported returns for the end of 2018 (we have 637 managers) in a timely manner (i.e. within 30 days). We exclude Fund of funds and similar vehicles. May the best manager win! Based on preliminary reporting managers, the index has recorded a gain of +1.0% in January 2019.

This page is maintained here

For transparency purposes, the full list can be found on the index page.

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