Home / STOXX Indices / Chart and Performance 
 
STOXX on Twitter
STOXX on LinkedIn
STOXX on Xing
 

iSTOXX® Efficient Capital® Managed Futures 20

The iSTOXX Efficient Capital Managed Futures 20 Index will enable market participants to measure the composite performance of some of the world's largest CTAs on a daily basis. It can also be used as a benchmark against a single CTA or a pool of CTAs, or as an underlying for financial products. CTAs invest across listed financial futures markets such as commodities, equity indices, fixed income and foreign exchange, as well as in interbank FX. This broad exposure ultimately leads to a well diversified index.
The purpose of the iSTOXX Efficient Capital Managed Futures 20 Index is to provide a representation of the Managed Futures industry returns. The 20 CTAs in the index are weighted equally when adjusted for risk.
The iSTOXX Efficient Capital Managed Futures 20 Index is reconstituted annually and rebalanced on a monthly basis.

 
 
 
 
 
 
Data Centre Login
Password retriever
New user registration
Index Finder
Search by Region
Search by Type
Component Finder
Detailed Search
Tools
Index Performance
Charting | Benchmark
Related Websites
DAX Indices
SIX Swiss Exchange Indices
STOXX Pulse
Conferences & Events
Watch Video
 
  
 Conditions of Use    Privacy Policy    Imprint    Help    Print    Sitemap