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 January 2010 data
Data Data Index Latest NR Latest FLR # of CTA's % of All CTA's Tracked Assets Managed % of All Assets Tracked Jan-10 Total CTA's and Assets 1016 $241,948,087,000 Sectors Agricultural 13.88% 4.21% 11 1.08% $491,308,000 0.20% Currency 0.00% 0.00% 40 3.94% $4,749,154,000 1.96% Diversified -20.74% -5.29% 158 15.55% $89,314,902,000 36.91% Financial 0.00% 0.00% 52 5.12% $63,505,110,000 26.25% All Options 4.53% 0.35% 13 1.28% $415,874,000 0.17% Stock Index -10.35% -2.57% 17 1.67% $4,051,664,000 1.67% Advisors in Sector Indexes May Also be in the Account Size Indexes Average or Total -2.11% -0.55% 291 28.64% $162,528,012,000 67.17% AccSizes S1 $0 - $100K -10.16% -2.60% 99 9.74% $30,639,122,000 18.85% S2 $101K- $250K -6.43% -2.21% 45 4.43% $11,006,332,000 6.77% S3 $251K-$500K -14.19% -3.57% 24 2.36% $5,162,166,000 3.18% S4 $501K-$1M -19.38% -4.86% 67 6.59% $28,018,704,000 17.24% S5 $1,100,000-$5M -25.04% -7.77% 41 4.04% $14,961,469,000 9.21% S6 $5,100,000 Up -18.34% -3.87% 19 1.87% $52,721,180,000 32.44% Average or Total -15.59% -4.15% 295 29.04% $142,508,973,000 58.90%
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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