Flat year for SG CTAs

Societe Generale Prime Services reports that its CTA Indices posted negative returns in December. Its headline SG CTA index was down -1.29 percent in December resulting in a flat performance for the year. Trend-following strategies, as shown by the SG Trend Index, were down -2.08 percent during the month to also end the year flat, while the Short-Term Traders Index returned -2.61 percent to finish the year down -5.07 percent.

The Newedge Indices have been rebranded to the SG Prime Services Indices with immediate effect.