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Barclay Diversified Traders Index

An equal weighted composite of managed programs that trade a diversified portfolio. In 2007 there are 270 diversified programs included in the index.

1980 - 1990 34.06% 2000 10.87%
1981 - 1991 7.24% 2001 2.34%
1982 - 1992 1.04% 2002 14.17%
1983 - 1993 13.68% 2003 11.43%
1984 - 1994 0.11% 2004 1.10%
1985 - 1995 14.30% 2005 0.62%
1986 - 1996 11.83% 2006 5.28%
1987 58.49% 1997 14.72% 2007 11.41%
1988 17.38% 1998 7.79% 2008 11.88%
1989 0.36% 1999 -2.91%    
Estimated YTD performance for 2008 calculated with reported data as of May-10-2008 14:33 US CST

At a Glance from Jan 1987

Compound Annual Return 11.97%
Sharpe Ratio 0.43
Worst Drawdown 17.49%
Correlation vs S&P 500 -0.06
Correlation vs US Bonds 0.15
Correlation vs World Bonds 0.11