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Barclay Discretionary Traders Index

An equal weighted composite of managed programs whose approach is at least 65% discretionary or judgmental. In 2007 there are 119 discretionary programs included in the index.

1980 - 1990 21.37% 2000 2.14%
1981 - 1991 4.42% 2001 -0.11%
1982 - 1992 -0.40% 2002 11.08%
1983 - 1993 9.49% 2003 5.15%
1984 - 1994 1.90% 2004 8.69%
1985 - 1995 4.16% 2005 7.55%
1986 - 1996 1.46% 2006 7.62%
1987 56.41% 1997 2.62% 2007 6.23%
1988 39.81% 1998 -6.20% 2008 12.17%
1989 33.61% 1999 3.22% 2009 1.89%
Estimated YTD performance for 2010 calculated with reported data as of July-29-2010 09:24 US CST

At a Glance from Jan 1987

Compound Annual Return 10.12%
Sharpe Ratio 0.57
Worst Drawdown 10.67%
Correlation vs S&P 500 0.01
Correlation vs US Bonds 0.01
Correlation vs World Bonds 0.01