Benchmark, Daily, Month to Date, Year to Date, (net of fees). SG Trend Indicator, -0.15%, 3.17%, -0.28%. SG CTA Index, 0.13%, 2.17%, 12.04%. SG Trend Index ...
The SG CTA Index is equal weighted, calculates the daily rate of return for a pool of CTAs selected from the larger managers that are open to new investment.
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The SG CTA Index provides the market with a reliable daily performance benchmark of major commodity trading advisors (CTAs). The SG CTA Index calculates the ...
The SG CTA Trend Index is designed to represent the performance of the 10 largest Trend Following CTA programs. To qualify for inclusion in the index, ...
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IMPORTANT LEGAL INFORMATION ... The Janus SG Global Trends Index discussed within is the property of SG and is protected by applicable intellectual property and ...
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Aug 1, 2022 · SG Trend indicator is a very simplistic program with rules shown below that is used just for reporting SG Trend index is based on live ...
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