About the SG CTA Mutual Fund Index
The SG CTA Mutual Fund Index calculates the net daily rate of return for a group of the largest 10 CTA Mutual Funds. The SG CTA Mutual Fund Index is a key managed futures performance benchmark, selecting from the largest CTA Mutual Funds open to new investment. The index is equally weighted and rebalanced & reconstituted annually. For further information please contact the Alternative Investments Consulting team by clicking here.