CTA Indexes
Download in excel index data, charts and the most recent summary table that you see below. Our new format allows you to view and reformat data at your leisure.
In the demo table below, assets managed are total assets that SafeMoneyMetrics™ uses from the Barclay data base. We delete quite a few advisors and programs each month if total assets reported to Barclay are missing or erratic. We only use one program from each company or manager; usually the oldest. So whereas we appear to be mini indexes, we prefer to perceive ourselves as unbiased indexes. The truth is indexes are averages. Averages are mediocrity and I do not really care for the application of indexes as performance standards.
The index table below is a monthly summary table. Raw data and charts for each index are available in an excel file that you can download and view at your leisure.
Download May 2010 data
Monthly Index Summary Updated 5/2010 DOWNLOAD Current Raw Data and Chart File in Excel Format Total CTA's and Assets 981 $244,737,332,000 Sector Indexes Index Latest NR Latest FLR # of CTA's % of All CTA's Tracked Assets Managed % of All Assets Tracked Agricultural 5.62% 1.62% 11 1.12% $433,600,000 0.18% Currency -2.19% 2.18% 34 3.47% $3,662,716,000 1.50% Diversified -11.97% -2.09% 150 15.29% $92,583,490,000 37.83% Financial 5.45% 0.85% 48 4.89% $60,044,749,000 24.53% All Options -8.23% -4.05% 12 1.22% $160,070,000 0.07% Stock Index -15.44% -4.95% 15 1.53% $744,896,000 0.30% Average or Total -4.46% -1.08% 270 27.52% $157,629,521,000 64.41% Advisors in Sector Indexes May Also be in the Account Size Indexes Account Size Indexes $0 - $100K -11.30% -4.08% 90 9.17% $29,165,435,000 18.50% $101K- $250K -8.24% -1.15% 42 4.28% $7,597,881,000 4.82% $251K-$500K -1.72% 0.88% 24 2.45% $5,521,107,000 3.50% $501K-$1M 4.68% 1.58% 65 6.63% $20,389,574,000 12.94% $1,100,000-$5M -4.82% 0.01% 38 3.87% $13,534,474,000 8.59% $5,100,000 Up -10.94% -3.44% 18 1.83% $54,800,838,000 34.77% Average or Total -5.39% -1.03% 277 28.24% $131,009,309,000 53.53% Total CTA's 981 Total Assets $244,737,332,000 This material and any views expressed herein are provided for informational purposes only and should not be construed in any way as an endorsement or inducement to use these or ANY index as an investment benchmark. Monthly rate of return data depicted herein is based upon information which has been provided by the trading advisors themselves to Barclay Research Group and SafeMoneyMetrics™. Such information has not been independently reviewed or audited by SafeMoneyMetrics™ or its affiliates and therefore, SafeMoneyMetrics™ or its affiliates make no
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