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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

April ROR† Percentage
of funds
reporting†
YTD
through April†
Barclay CTA Index -1.41%95.64%2.08%
SUB INDICES      
Agricultural Traders Index -0.08%91.43%0.03%
Currency Traders Index -0.28%87.32%3.19%
Discretionary Traders Index -0.31%89.84%0.86%
Diversified Traders Index -2.37%95.97%1.46%
Fin./Met. Traders Index -0.22%93.15%3.23%
Systematic Traders Index -1.84%96.05%1.68%

†Estimated performance for April 2015, percentage of reporting funds, and YTD calculated with reported data as of May-26-2015 23:40 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

May-25-2015 ROR† MTD† YTD†
BTOP FX Index 0.00%0.16%-0.63%
Newedge CTA Index -0.01%-0.16%2.26%

†Estimated performance as of May-26-2015 23:40 US CST

Investable Benchmarks

MTD thru May-25-2015† April ROR† YTD
BTOP50 Index -0.08%-2.82%1.89%

†Estimated performance as of May-26-2015 23:40 US CST

Barclay Hedge Fund Indices

April ROR† Number of funds reporting† YTD
through April†
Barclay Hedge Fund Index 1.08% 3749 3.72%
SUB INDICES      
Convertible Arbitrage Index 1.38% 17 2.90%
Distressed Securities Index 0.53% 48 0.89%
Emerging Markets Index 4.78% 570 7.31%
Equity Long Bias Index 0.83% 370 3.38%
Equity Long/Short Index 0.00% 522 2.80%
Equity Market Neutral Index -0.56% 116 1.42%
Equity Short Bias Index -0.26% 2 -4.30%
European Equities Index -0.64% 134 3.38%
Event Driven Index 0.95% 137 3.13%
Fixed Income Arbitrage Index 0.75% 35 2.97%
Fund of Funds Index 0.26% 905 2.95%
Global Macro Index -1.07% 192 2.39%
Healthcare & Biotechnology Index -1.84% 52 6.92%
Merger Arbitrage Index 0.49% 41 3.07%
Multi Strategy Index 0.20% 93 2.92%
Pacific Rim Equities Index 2.73% 54 5.52%
Technology Index 0.03% 43 2.94%

†Estimated performance for April 2015, number of funds included and YTD calculated with reported data as of May-26-2015 23:40 US CST

Snapshot of Barclay Databases

As of May-26-2015 23:40 US CST

Managed
Futures
Hedge
Funds
Currently Active 1376 5913
Updated through April 2015 1090 4806
Percentage updated 79.22% 81.28%
Updated during the past 7 days 134 1145
Funds with positive ROR 382 2992
Average Positive ROR 2.41% 2.52%
Funds with negative ROR 708 1814
Average Negative ROR -3.83% -1.76%
Average ROR -1.64%0.90%
Highest ROR33.89%42.79%
Median ROR-1.32%0.37%
Lowest ROR -25.91% -29.02%
Fund of Funds reporting 61 920