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

iSTOXX Efficient Capital Managed Futures 20 Index
The iSTOXX® Efficient Capital® Managed Futures 20 Index is designed to represent the aggregate return of 20 of the largest CTA programs and be easily replicated as an investment product. To qualify for inclusion in the index, a program must have a minimum of $100 million in assets, be open to new invest-
ment be available through a managed account, be offered with fees lower than or equal to the correspond-ing publically traded fund, and have at least three years of performance history.​

At the end of each year all CTA programs that meet the inclusion requirements are ranked by program assets. The 20 largest programs that meet the inclusion requirements are selected as index constituents for the following year. The index return each month is the simple average of the individual volatility adjusted (normalized) return of each constituent. A rolling 36 month standard deviation of each constituent’s returns is used as the measure of volatility. 

As of December 2014, the 20 constituents in the index represented over $67 billion in assets.

The proprietor of the iSTOXX Efficient Capital Managed Futures 20 Index is STOXX Ltd, and they
independently calculate and publish the index value on a daily basis. Efficient Capital Management serves
as the research partner. The index is available online at
html?symbol=STXECMF and STOXX can be reached at or +41.58.399.5900.

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.