The Barclay Group
Home Your Account Contact
Alternative Investment Resources
Performance Ranking Barclay Indices Research Library Software Products and Publications Consulting Services Barlcay Alternative Investment Database Manager's Corner
 
   
 
SEARCH

Barclay CTA Indices

Barclay CTA Indices

June ROR† Percentage
of funds
reporting†
YTD
through June†
Barclay CTA Index -0.51%40.09%-0.44%
SUB INDICES      
Agricultural Traders Index 0.77%27.59%1.84%
Currency Traders Index 0.10%42.06%0.71%
Discretionary Traders Index -0.39%26.90%3.98%
Diversified Traders Index -1.00%40.56%-2.16%
Fin./Met. Traders Index -0.25%41.41%0.72%
Systematic Traders Index -0.64%43.93%-2.73%

†Estimated performance for June 2009, percentage of reporting funds, and YTD calculated with reported data as of July-3-2009 20:05 US CST

Daily Indices

Jul-01-2009 ROR† MTD† YTD†
BTOP FX Index -0.23%-0.23%-3.63%
Newedge CTA Index (formerly Calyon Financial Barclay Index) -0.20%-0.20%-4.74%

†Estimated performance as of July-3-2009 20:05 US CST

Investable Benchmarks

MTD thru Jul-01-2009† June ROR† YTD
BTOP50 Index -0.03%-1.52%-3.40%

†Estimated performance as of July-3-2009 20:05 US CST

Barclay Hedge Fund Indices

June ROR† Number of funds reporting† YTD
through June†
Barclay Hedge Fund Index 0.81% 250 11.41%
SUB INDICES      
Convertible Arbitrage Index N/A 0 20.83%
Distressed Securities Index 4.12% 4 12.97%
Emerging Markets Index 0.28% 47 21.39%
Equity Long Bias Index 1.98% 26 13.90%
Equity Long/Short Index 0.75% 52 7.67%
Equity Market Neutral Index 0.10% 14 -0.63%
Equity Short Bias Index -4.54% 2 -8.93%
European Equities Index -0.49% 8 7.04%
Event Driven Index 1.85% 10 14.09%
Fixed Income Arbitrage Index 2.16% 4 4.58%
Fund of Funds Index -0.29% 17 3.77%
Global Macro Index -0.46% 20 2.76%
Healthcare & Biotechnology Index 0.17% 5 12.25%
Merger Arbitrage Index 1.92% 4 6.67%
Multi Strategy Index 3.35% 3 15.65%
Pacific Rim Equities Index 3.70% 5 12.56%
Technology Index -1.20% 6 8.27%

†Estimated performance for June 2009, number of funds included and YTD calculated with reported data as of July-3-2009 20:05 US CST