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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

December ROR† Percentage
of funds
reporting†
YTD
through December†
Barclay CTA Index 0.84%90.89%7.66%
SUB INDICES      
Agricultural Traders Index 0.15%86.67%3.16%
Currency Traders Index 1.01%83.61%3.55%
Discretionary Traders Index 0.00%91.58%0.68%
Diversified Traders Index 1.48%92.99%10.80%
Fin./Met. Traders Index -0.07%95.24%1.97%
Systematic Traders Index 1.22%89.36%10.26%

†Estimated performance for December 2014, percentage of reporting funds, and YTD calculated with reported data as of January-26-2015 04:25 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

Jan-22-2015 ROR† MTD† YTD†
BTOP FX Index 0.47%0.55%0.55%
Newedge CTA Index 0.58%3.03%3.03%

†Estimated performance as of January-26-2015 04:25 US CST

Investable Benchmarks

MTD thru Jan-22-2015† December ROR† YTD
BTOP50 Index 2.07%1.06%2.07%

†Estimated performance as of January-26-2015 04:25 US CST

Barclay Hedge Fund Indices

December ROR† Number of funds reporting† YTD
through December†
Barclay Hedge Fund Index -0.52% 3321 2.93%
SUB INDICES      
Convertible Arbitrage Index -0.08% 22 1.54%
Distressed Securities Index -0.97% 39 0.65%
Emerging Markets Index -3.07% 508 -2.01%
Equity Long Bias Index -0.17% 345 3.23%
Equity Long/Short Index 0.59% 466 3.01%
Equity Market Neutral Index 0.55% 111 4.80%
Equity Short Bias Index -0.43% 2 -13.98%
European Equities Index 1.17% 130 3.01%
Event Driven Index -0.15% 120 1.03%
Fixed Income Arbitrage Index -0.24% 34 5.34%
Fund of Funds Index 0.10% 780 2.85%
Global Macro Index -0.33% 180 3.02%
Healthcare & Biotechnology Index 3.74% 47 22.32%
Merger Arbitrage Index 0.55% 42 1.22%
Multi Strategy Index 1.60% 75 5.91%
Pacific Rim Equities Index 0.16% 50 2.03%
Technology Index 0.96% 42 0.83%

†Estimated performance for December 2014, number of funds included and YTD calculated with reported data as of January-26-2015 04:25 US CST

Snapshot of Barclay Databases

As of January-26-2015 04:25 US CST

Managed
Futures
Hedge
Funds
Currently Active 1345 5885
Updated through December 2014 1013 4316
Percentage updated 75.32% 73.34%
Updated during the past 7 days 111 931
Funds with positive ROR 640 2171
Average Positive ROR 3.38% 1.51%
Funds with negative ROR 373 2145
Average Negative ROR -3.10% -2.26%
Average ROR 0.99%-0.36%
Highest ROR36.02%29.01%
Median ROR0.75%0.00%
Lowest ROR -34.02% -55.55%
Fund of Funds reporting 58 793