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Barclay Currency Traders Index

An equal weighted composite of managed programs that trade currency futures and/or cash forwards in the inter bank market. In 2007 there are 114 currency programs included in the index.

1980 - 1990 57.74% 2000 4.45%
1981 - 1991 10.94% 2001 2.71%
1982 - 1992 10.27% 2002 6.29%
1983 - 1993 -3.33% 2003 11.08%
1984 - 1994 -5.96% 2004 2.36%
1985 - 1995 11.49% 2005 -1.21%
1986 - 1996 6.69% 2006 -0.12%
1987 29.56% 1997 11.35% 2007 2.59%
1988 4.28% 1998 5.71% 2008 1.63%
1989 18.89% 1999 3.12%    
Estimated YTD performance for 2008 calculated with reported data as of May-9-2008 09:45 US CST

At a Glance from Jan 1987

Compound Annual Return 10.12%
Sharpe Ratio 0.41
Worst Drawdown 15.26%
Correlation vs S&P 500 -0.04
Correlation vs US Bonds 0.08
Correlation vs World Bonds 0.13