This 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 Indexes

Altegris 40 Index
The Altegris 40 Index is designed to represent the performance of the 40 largest CTA programs based
on program assets. All programs in the Altegris CTA database are eligible for inclusion in the index.

Each month all CTA programs in the Altegris database are ranked by program assets. The 40 largest programs are selected as index constituents for the following month. The index return for the month is 
the asset weighted average return of the constituent programs for that month.

As of December 2014, the 40 programs in the index represented assets of approximately $91.4 billion.

The proprietor of the Altegris 40 Index is Altegris Clearing Solutions, LLC, and they, in conjunction
with Altegris Advisors, LLC, calculate the index. The index is available without cost online at and Altegris Clearing Solutions can be reached at or 
(858) 459-7040.

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.