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For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
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The S&P Systematic Global Macro Index (S&P SGMI) is designed to represent the global macro and managed futures/Commodity Trading Advisor (CTA) universe. The index uses a quantitative methodology to track the prices of a globally diversified portfolio of over 30 commodity, foreign exchange and financial futures contracts.
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