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The Barclay Group

The Barclay Group, founded in 1985, is dedicated to serving institutional and high net worth clients worldwide in the field of hedge fund and managed futures performance measurement and portfolio management.

Barclay CTA Indices

August ROR† Percentage
of funds
reporting†
YTD
through August†
Barclay CTA Index 0.18%5.25%0.72%
SUB INDICES      
Agricultural Traders Index 0.00%0.00%8.13%
Currency Traders Index 0.27%6.94%-1.05%
Discretionary Traders Index 0.05%2.65%2.05%
Diversified Traders Index 0.16%4.93%0.65%
Fin./Met. Traders Index 0.25%10.14%-0.70%
Systematic Traders Index 0.38%6.67%1.25%

†Estimated performance for August 2014, percentage of reporting funds, and YTD calculated with reported data as of September-2-2014 06:00 US CST

Money Under Management

2nd Qtr 07† 1st Qtr 07†
Managed Futures Industry $ 182.0 B $ 172.0 B
Hedge Fund Industry $ 1,910.0 B $ 1,776.5 B

†Industry-wide estimated in USD Billions

Daily Indices

Aug-27-2014 ROR† MTD† YTD†
BTOP FX Index -0.01%1.44%-1.77%
Newedge CTA Index 0.40%3.65%3.73%

†Estimated performance as of September-2-2014 06:00 US CST

Investable Benchmarks

MTD thru Aug-28-2014† July ROR† YTD
BTOP50 Index 2.47%-0.79%2.06%

†Estimated performance as of September-2-2014 06:00 US CST

Barclay Hedge Fund Indices

August ROR† Number of funds reporting† YTD
through August†
Barclay Hedge Fund Index 0.65% 41 3.89%
SUB INDICES      
Convertible Arbitrage Index N/A 0 3.47%
Distressed Securities Index N/A 0 5.85%
Emerging Markets Index -1.25% 9 2.12%
Equity Long Bias Index 0.59% 5 3.03%
Equity Long/Short Index 0.59% 11 2.19%
Equity Market Neutral Index 1.05% 1 3.19%
Equity Short Bias Index N/A 0 -9.24%
European Equities Index 2.06% 4 2.74%
Event Driven Index 2.40% 2 7.07%
Fixed Income Arbitrage Index N/A 0 4.72%
Fund of Funds Index 2.82% 7 4.41%
Global Macro Index 2.57% 4 2.17%
Healthcare & Biotechnology Index 2.85% 1 11.75%
Merger Arbitrage Index N/A 0 1.02%
Multi Strategy Index N/A 0 3.21%
Pacific Rim Equities Index 0.08% 11 0.81%
Technology Index 0.40% 1 -3.20%

†Estimated performance for August 2014, number of funds included and YTD calculated with reported data as of September-2-2014 06:00 US CST

Snapshot of Barclay Databases

As of September-2-2014 06:00 US CST

Managed
Futures
Hedge
Funds
Currently Active 1315 5665
Updated through August 2014 60 49
Percentage updated 4.56% 0.86%
Updated during the past 7 days 60 49
Funds with positive ROR 49 36
Average Positive ROR 4.39% 2.12%
Funds with negative ROR 11 13
Average Negative ROR -4.02% -2.11%
Average ROR 2.85%1.00%
Highest ROR29.47%11.72%
Median ROR2.18%1.05%
Lowest ROR -12.33% -7.41%
Fund of Funds reporting 0 7