Bridge Alternatives Institutional Trend Index Enjoys Best Month Of The Year To End 2020
The Bridge Alternatives Institutional Trend Index - an index of five trend-following based managed futures programs that do not charge incentive fees - finished 2020 strongly, with gains of +5.39%. The index was in the green every month in the fourth quarter to cross the finish line with full year gains of +5.62%.
The index constituents for 2020 were AlphaSimplex Group's Managed Futures Strategy, Aspect Capital's Core Trend Fund, BH-DG Systematic Trading's Systematic Trading Strategy, Graham Capital Management's Tactical Trend program and GSA Capital Partners' Trend Fund; criteria for inclusion in the index are that the program must trade a diversified portfolio of futures and/or foreign exchange; it must offer a management fee only share class; it must be open to new investment and it must report daily estimated performance.
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