Daily CTA Index Constituents 2021


The list below shows the managers and programs that are included in the Daily CTA index as per 2021-01-01. This list is fixed as per the beginning of the new year. Typically, each included program represent multiple share classes. We strive to collect data in a structured way, but the list may still contain managers that are misclassified. This list largely shows managers that are trend followers, but also contains other strategies. Most of the managers on this list are listed on a public market, either via a US exchange or via the UCITS market.

361 Capital361 Global Managed Futures Strategy Fund
361 Capital361 Managed Futures Strategy Fund
Abbey CapitalAbbey Capital Futures Strategy
Altegris AdvisorsEvolution Strategy
AQR Capital ManagementAQR Managed Futures
AQR Capital ManagementAQR Managed Futures HV Strategy
Aspect Capital LimitedAspect Core Trend Fund
Campbell & CompanyCampbell Dynamic Trend Fund
Campbell & CompanyManaged Futures
Catalyst Capital AdvisorsMulti-Strategy
Chesapeake Capital CorporationEquinox Chesapeake Strategy
Credit Suisse Asset ManagementManaged Futures Strategy Fund
Dorsey WrightDWA Tactical
Dunn Capital ManagementManaged Futures Strategy (Arrow)
Equinox Fund ManagementEquinox Ampersand Strategy Fund
Equinox Fund ManagementMutualHedge Futures Strategy
FS InvestmentsManaged Futures
Goldman Sach ManagementGoldman Sachs Mngd Futures Strat Instl
Graham Capital Mgmt LPTactical Trend
GuggenheimGuggenheim Managed Futures Strategy
GuidePathManaged Futures Strat
James AlphaMacro
JHancockAbsolute Return Currency
LoCorr Fund ManagementLoCorr Macro Strategies
LoCorr Fund ManagementLong/Short Commodity Strats
LongboardManaged Futures Strategy
Man AHLAmerican Beacon AHL Mgd Futs Strat Instl
PanAgora Asset ManagementPanAgora Managed Futures Strategy
PIMCOEm Mkts Ccy and S/T Invsmt
PIMCOTrends Composite
Rational AdvisorsRational/ReSolve Adaptive Asset Allc
Superfund Capital ManagementManaged Futures Strategy 40act
USA MutualsUSA Mutuals Navigator Institutional
Virtus FORT Trend FundVirtus FORT Trend Fund