Daily CTA Index Constituents


The table shows the managers and programs that are included in the Daily CTA index for each calendar year. 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.

  • 2022
  • 2021
  • 2020
Abbey CapitalAbbey Capital Futures Strategy
Abbey CapitalAbbey Capital Multi Asset
Man AHLAmerican Beacon AHL Mgd Futs Strat Instl
AQR Capital ManagementAQR Managed Futures
AQR Capital ManagementAQR Managed Futures HV Strategy
Natixis ASGASG
Standpoint Multi-Asset FundMulti-Asset Fund
DoubleLine Multi-Asset Trend FundMulti-Asset Trend Fund
Chesapeake Capital CorporationEquinox Chesapeake Strategy
Altegris AdvisorsEvolution Strategy
Goldman Sach ManagementGoldman Sachs Mngd Futures Strat Instl
GuggenheimGuggenheim Managed Futures Strategy
JHancock Diversified Macro FundJHancock Diversified Macro Fund
JHancock Alternative Risk Premia FundJHancock Alternative Risk Premia Fund
LoCorr Fund ManagementLoCorr Macro Strategies
LoCorr Fund ManagementLong/Short Commodity Strats
James AlphaMacro
Campbell & CompanyManaged Futures
FS InvestmentsManaged Futures
GuidePathManaged Futures Strat
LongboardManaged Futures Strategy
Dunn Capital ManagementManaged Futures Strategy (Arrow)
Superfund Capital ManagementManaged Futures Strategy 40act
Credit Suisse Asset ManagementManaged Futures Strategy Fund
Catalyst Capital AdvisorsMulti-Strategy
Equinox Fund ManagementMutualHedge Futures Strategy
PGIM Wadhwani Systematic Absolute ReturnPGIM Wadhwani Systematic Absolute Return
Rational AdvisorsRational/ReSolve Adaptive Asset Allc
Redwood Systematic Macro Trnd (SMarT) FdRedwood Systematic Macro Trnd (SMarT) Fd
Graham Capital Mgmt LPTactical Trend
PIMCOTrends Composite
Virtus FORT Trend FundVirtus FORT Trend Fund
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
361 Capital361 Global Managed Futures Strategy Fund
361 Capital361 Managed Futures Strategy Fund
Abbey CapitalAbbey Capital Futures Strategy
Allianz Global InvestorsAllianzGI Managed Futures Strategy
Altegris AdvisorsManaged Futures
AQR Capital ManagementAQR Managed Futures
AQR Capital ManagementAQR Managed Futures HV Strategy
Aspect Capital LimitedAspect Core Trend Fund
Campbell & CompanyManaged Futures
Campbell & CompanyCampbell Dynamic Trend Fund
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 ManagementMutualHedge Futures Strategy
FS InvestmentsManaged Futures
Goldman Sach ManagementGoldman Sachs Mngd Futures Strat Instl
Graham Capital Mgmt LPTactical Trend
Gresham Investment ManagementManaged Futures Strat
GSA Capital PartnersGSA Trend Fund
GuidePathManaged Futures Strat
IPM Informed Portfolio ManagementIPM Systematic Macro
James AlphaMacro
LoCorr Fund ManagementLoCorr Macro Strategies
LoCorr Fund ManagementLong/Short Commodity Strats
Man AHLAmerican Beacon AHL Mgd Futs Strat Instl
PanAgora Asset ManagementPanAgora Managed Futures Strategy
PIMCOTrends Composite
Rational AdvisorsRational/ReSolve Adaptive Asset Allc
StebenManaged Futures Strategy