ManagedFutures.com can provide you with CTA performance and monthly updated industry comparisons for Rates of Return, Correlation and Risk v. Return. CTA performance data is based on information provided to Altegris Clearing Solutions, an affiliate of Altegris Investments. Other CTA performance information can be found by viewing the Top CTA Rankings.
The Altegris 40 Index of CTA Performance
ManagedFutures.com uses the Altegris 40™ Index as a measure of generalized CTA performance. The Altegris 40 has been in use since 1990, and has been quoted in leading financial journals.
Altegris Clearing Solutions, an affiliate of Altegris Investments, gathers the data on over 500 Commodity Trading Advisors and tracks the index. For more information on CTA performance and the Altegris 40, click the link below.