HomeThis website and the accompanying white paper focus on the below list of 11 of the most widely followed CTA indices. Click on any of the index names to view a detailed summary on it:
Overview of CTA Indices
Stark Systematic Trader Index
The Stark Systematic Trader Index is designed to broadly represent the performance of the all CTA
programs in the Stark database whose approach is systematic and that meet the inclusion requirements.
To qualify for inclusion in the index, a program’s approach must be systematic, the program’s CTA must
be registered with the NFA and be willing to report performance to the Stark database on a monthly basis.
The index return for the month is the asset weighted average return of all programs that meet the inclusion
requirements for that month.
As of December 2014, there were 601 constituent programs in the index representing approximately $70
billion in assets.
Daniel B. Stark & Co., Inc. is both the proprietor and is responsible for calculating the Stark Systematic
Trader Index. The index is available without cost online at www.starkresearch.com and they can be
reached at info@starkresearch.com or (619) 702-1230.
Copyright © 2003-2016 Red Rock Capital, LLC. All rights reserved.
The risk of loss in trading commodities & futures contracts can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. The high degree of leverage that is often obtainable in commodity trading can work against you as well as for you. The use of leverage can lead to large losses as well as gains. In some cases, managed commodity accounts are subject to substantial charges for management and advisory fees. It may be necessary for those accounts that are subject to these charges to make substantial trading profits to avoid depletion or exhaustion of their assets. The disclosure document contains a complete description of the principal risk factors and each fee to be charged to your account by the Commodity Trading Advisor. The regulations of the Commodity Futures Trading Commission require that prospective clients of a CTA receive a disclosure document at or prior to the time an advisory agreement is delivered and that certain risk factors be highlighted. This document is readily accessible from Red Rock Capital, LLC. This brief statement cannot disclose all of the risks and other significant aspects of the commodity markets. Therefore, you should thoroughly review the disclosure document and study it carefully to determine whether such trading is appropriate for you in light of your financial condition. The CFTC has not passed upon the merits of participating in this trading program nor on the adequacy or accuracy of the disclosure document. Other disclosure statements are required to be provided you before a commodity account may be opened for you.
