Soc gen cta indices
The index does not encompass the whole universe of CTAs. Commodity Index ℠ was launched on July 23, 2009 by Societe Generale, and aims at absolute The SG CTA Index calculates the net daily rate of return for a pool of CTAs selected from the largest managers open to new investment. It is equal-weighted and reconstituted annually. cib.societegenerale.com