The Altegris 40™ Index tracks the performance of the 40 leading managed futures programs as reported to our research affiliate International Traders Research, each month, based on ending monthly equity for the previous month.
Note: Estimates appear in italics. See Notes to Performance below.
Performance Source: http://www.managedfutures.com/P40.aspx. Past performance is not indicative of future results. Many widely reported managed futures indices are practically uninvestible and the diversification displayed in smooth performance numbers may not equal that of an investment in an individual CTA.