AG Indexes

Tracking CTAs since 1994

Autumn Gold Indexes Current Return (Non-Investable)

Autumn Gold Indexes Historical Return (Non-Investable)

Autumn Gold CTA Index Data

The Autumn Gold CTA Index is comprised of the client performance of all CTA programs included in the AG database. CTA programs with proprietary performance are not included.

Autumn Gold CTA Index Chart

Autumn Gold Discretionary Index

The Autumn Gold Discretionary Index is comprised of CTA programs that are 70% or more Discretionary. CTA programs with proprietary performance are not included.

Autumn Gold Discretionary Chart

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. CTA programs with proprietary performance are not included.

Autumn Gold Systematic Index Chart

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. CTA programs with proprietary performance are not included.

Autumn Gold Non-Equity CTA Index Chart

Autumn Gold Stock Index Trader Index

The Autumn Gold Stock Index Traders Index is comprised of CTA programs that are 70% or more Discretionary. CTA programs with proprietary performance are not included.

Autumn Gold Stock Index Trader Index Chart

Autumn Gold Stock Index Traders Index Chart

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. CTA programs with proprietary performance are not included.

Autumn Gold Option Writer Index Chart

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.