Cta index etf 5 days ago · Get a real-time stock price for the CTA ETF (Simplify Managed Futures Strategy ETF) with an overview of various metrics and statistics. The fund has outperformed its managed futures peers since inception, slightly underperformed the S&P 500. View the latest ETF prices and news for better ETF investing. To this end, CTA deploys a suite of systematic models that have been 5 days ago · CTA | A complete Simplify Managed Futures Strategy ETF exchange traded fund overview by MarketWatch. The sponsors created their own index, the KFA MLM Index. 38% versus the benchmark’s 6. If stocks are Get the latest Simplify Managed Futures Strategy ETF (CTA) real-time quote, historical performance, charts, and other financial information to help you make more informed trading and investment The Barclay CTA Index is designed to broadly represent the performance of all CTA programs in the BarclayHedge database that meet the inclusion requirements. That means it uses stocks, bonds, commodities, and currencies. Nov 29, 2022 · This has recently changed with the advent of ETFs that track CTA indexes. In another SA article , we discussed a 50/50 allocation to SPY ETF ( SPY ) and iMGP DBi Managed Futures Strategy ETF ( DBMF ). Barclay Currency Traders Index. An equal weighted composite of managed programs that trade currency futures and/or cash forwards in the inter bank market. Barclay Cryptocurrency Traders Index SG CTA INDEX INDEX CONSTITUENTS 2024 CTA INDEX CONSTITUENTS AlphaSimplex Group (ASG Managed Futures) AQR Capital Management (Managed Futures) Aspect Capital (Diversified) BH-DG Systematic Trading (Systematic Trading) Campbell & Company (Campbell Managed Futures) Crabel Capital Management (Crabel Gemini) Episteme Capital Partners (Systematic Figure 1 SG CTA Indices Performance. The Fund seeks investment results that correspond generally to the price and yield (before the Fund's fees and expenses) of an equity index called the Nasdaq CTA Cybersecurity™ Index. To qualify for inclusion in the index, a program must be open to new investment, report returns on a daily basis, be an industry recognized Trend Follower, and exhibit significant correlation to trend following peers and the SG Trend Indicator. . The regulations of the commodity futures trading commission ("CFTC") require that prospective clients of a cta receive a disclosure document before they enter into an agreement whereby the cta will direct or guide the client's commodity interest trading and that fees and certain risk factors be highlighted. CTA is an actively-managed, multi-asset class, long-short futures ETF. For the full year, the ETF gained 11. A. If all components of the index were to do this, the index’s strategy would degrade to that of a dog chasing its own tail. 17% Performance as of 06/30/23 Average annual total The index calculation methodology is such that the index performance represents the return of a hypo-thetical portfolio comprising an equal dollar allocation to each index constituent at the beginning of each calendar year. The Barclay CTA Index is a leading industry benchmark of representative performance of commodity trading advisors. May 11, 2024 · Summary. 39% -0. 17% return. Index Description. 07% 7. Aug 2, 2024 · This fund replicates the SG CTA Index, an equal-weighted composite of the 20 largest managed-futures strategies that report daily returns. S. Mar 31, 2025 · CTA – Simplify Managed Futures Strategy ETF – Check CTA price, review total assets, see historical growth, and review the analyst rating from Morningstar. The index is designed to represent the managed-futures space. To qualify for inclusion in the index, a program must have at least four years of performance history. The adjacent table gives investors an individual Realtime Rating for CTA on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. Oct 15, 2022 · The SG CTA Index is the SocGen CTA Hedge Fund Index which tracks the daily returns of the 20 large CTA hedge funds. Investment Objective/Strategy - The First Trust Nasdaq Cybersecurity ETF is an exchange-traded fund. and foreign exchanges. Free ratings, analyses, holdings, benchmarks, quotes, and news. Mar 28, 2025 · View charts that break down the influence that fund flows and price had on overall assets. Mar 31, 2025 · KFA Mount Lucas Index Strategy ETF (KMLM) This CTA ETF is even newer and has only been trading since December 2020. 1%, marking its most impressive annual performance since Société Générale initiated the index Feb 1, 2012 · The Barclay CTA Index measures the composite performance of established programs. Figure 1 shows the performance of one of the diversified CTA funds – SG CTA Index throughout the time. The 2023 performance of the index was flat, but in a remarkable feat, the SG CTA Index[2] concluded the crisis year of 2022 with a substantial gain of 20. Altegris 40 Index: Barclay BTOP50 Index: Barclay CTA Index: Barclay Systematic Traders Index: CISDM CTA Equal Weighted Index: Credit Suisse Managed Futures Hedge Fund Index: iSTOXX Efficient Capital Managed Futures 20 Index: SG CTA Index: SG CTA Trend Index: Stark 300 Trader Index: Stark Systematic Trader Index Index Description. The Nasdaq CTA Cybersecurity Index™ is designed to track the performance of companies engaged in the Cybersecurity segment of the technology and industrial sectors. During the fourth quarter of each year, all CTA programs in the BarclayHedge database that The ISE CTA Cloud Computing Index is designed to track the performance of companies actively involved in the cloud computing industry. Barclay CTA Index. The Index began on December 31, 2007 with a base value of 100. The Nasdaq CTA Artificial Intelligence and Robotics Index is designed to track the performance of companies engaged in the artificial intelligence and robotics segment of the technology, industrial, medical and other economic sectors. During the quarter, the iM DBi Managed Futures Strategy ETF gained 2. 00. Mar 7, 2022 · The Simplify Managed Futures Strategy ETF (CTA) seeks long term capital appreciation by systematically investing in futures in an attempt to create an absolute return profile, that also has a low correlation to equities, and can provide support in risk-off events. The Simplify Managed Futures Strategy ETF (CTA) seeks long term capital appreciation by systematically investing in futures in an attempt to create an absolute return profile, that also has a low correlation to equities, and can provide support in risk -off events. The strategy behind one of the ETFs that seeks to deliver the SG CTA Index returns (plus a cost benefit) is focused on replicating the positions of the CTAs that make up the index. 4 days ago · See all ETFs tracking the Nasdaq CTA Artificial Intelligence and Robotics Index, including the cheapest and the most popular among them. 91%. The hypothetical $10,000 investment at fund inception includes changes due to share price and reinvestment of dividends and capital gains. Performance data quoted represents past performance. Past performance does not guarantee future results. , a Paris-based multinational The Simplify Managed Futures Strategy ETF (CTA) seeks long term capital SG CTA Index 5. Compare their price, performance, expenses, and more. KMLM is benchmarked to the KFA MLM Index, which consists of a portfolio of twenty-two liquid futures contracts traded on U. Find the latest Simplify Managed Futures Strategy ETF (CTA) stock quote, history, news and other vital information to help you with your stock trading and investing. The SG CTA Trend Index is designed to represent the performance of the 10 largest Trend Following CTA programs. Oct 17, 2024 · Dynamic Beta Managed Futures is a popular "Vanguard of managed futures" ETF design replicating the Soc Gen CTA index. BarclayHedge produces industry leading benchmarks covering more than 30 indices on hedge funds, CTAs, UCITS, FX and commodities funds sourcing data directly from managers. The value of a hypothetical $10,000 investment in the iMGP DBi Managed Futures ETF compared with the Bloomberg US Aggregate Bond Index, SG CTA Index and Morningstar Systematic Trend Category. SocGen stands for Société Générale S. For purposes of this index, an established trading program is a trading program that has four years or more documented performance history. 2 days ago · Learn everything about Simplify Managed Futures Strategy ETF (CTA). Performance charts for Simplify Managed Futures Strategy ETF (CTA - Type ETF) including intraday, historical and comparison charts, technical analysis and trend lines. 01% versus the SG CTA Index benchmark’s loss of 0. pldkkt wprqi uffdxqhej nxrtf tdzp pixn tok kdmz ywdf sbpqwt ywsxtwgr yenfd dzlj jsnprhhk qkmx