Non-Investable Indexes
Autumn Gold Indexes
Current returns, historical performance, and charts for the Autumn Gold index family.
Autumn Gold Indexes Current Return (Non-Investable)
The current return section remains at the top, while the historical tables and charts are organized below by index family.
Autumn Gold Indexes Historical Return (Non-Investable)
Each index below includes a historical monthly performance table and a performance chart.
Autumn Gold CTA Index
The Autumn Gold CTA Index is comprised of the client performance of all CTA programs included in the AG database.
Autumn Gold Discretionary Index
The Autumn Gold Discretionary Index is comprised of CTA programs that are 70% or more Discretionary.
Autumn Gold Systematic Index
The Autumn Gold Systematic CTA Index is comprised of the client performance of all CTA programs included in the AG database.
Autumn Gold Non-Equity CTA Index
The Autumn Gold Non-Equity CTA Index is comprised of CTA programs that allocate less than 70% of their strategy to Stock Indexes.
Autumn Gold Stock Index Trader Index
The Autumn Gold Stock Index Traders Index is comprised of CTA programs that are 70% or more Stock Index Trading.
Autumn Gold Option Writer Index
The Autumn Gold Option Writer Index is comprised of the client performance of all CTA programs included are Option Writers.
Important Disclosure
AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.