Societe Generale Prime Services and Clearing has announced the 2026 constituents for its range of CTA indices, following an annual review, with changes in four of the indices in total, including three updates in the flagship SG CTA Index.
There is also one update in the SG Trend Index, and one new constituent in the SG Short-Term Traders Index. The SG Multi Alternative Risk Premia Index, a proxy for the widely followed Risk Premia universe, also has two new additions.
Tom Wrobel, Director of Capital Consulting at Societe Generale Prime Services and Clearing, said: “We are delighted to welcome two new additions to the SG CTA Index in 2026: AFBI Multi-Strategy, and Crabel Advanced Trend, as well as re-including CFM ISTrends, whose recent growth and performance has propelled them all into the index.
"PIMCO’s Trends Managed Futures strategy will also rejoin the SG Trend Index this year, reflecting the changes in the evolving CTA trend-following asset landscape.
"In the shorter-term CTA space there is one new addition to the SG Short-Term Traders Index for 2026, the new constituent Crabel Gemini.
"Finally, there are also two new constituents entering the SG Multi Alternative Risk Premia Index: JPM Diversified Risk, and Winton Liquid Multi-Strategy."
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