Barclay Equity Market Neutral Index
This investment strategy is designed
to exploit equity market inefficiencies and usually involves
being simultaneously long and short matched equity portfolios
of the same size within a country. Market neutral portfolios
are designed to be either beta or currency neutral, or both.
Well-designed portfolios typically control for industry, sector,
market capitalization, and other exposures. Leverage is often
applied to enhance returns.
The Barclay Equity Market Neutral Index is recalculated
and updated real-time on this page as soon as the monthly returns
for the underlying funds are recorded. The number
of funds that are currently included in the calculations for
the most recent months can be found in the footnotes below.
Please note that the calculation for the number of funds is
time-stamped and that the number of funds will continue to
increase until all funds categorized within the sector have
reported monthly returns.
|
2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 |
| Jan |
0.26% | 0.79% | -1.85% | 0.58% | 0.99% | 1.00% | 0.90% | 0.47% |
| Feb |
0.36% | -0.03% | 1.66% | -0.04% | 0.15% | 1.08% | 0.33% | 0.40% |
| Mar |
0.15% | -0.56% | -0.30% | 1.09% | 1.03% | 0.15% | 0.49% | 0.46% |
| Apr |
0.31% | -1.36% | 0.76% | 0.61% | 1.34% | -0.37% | -1.24% | 0.20% |
| May |
-0.35% | 0.38% | 1.67% | 0.82% | -0.60% | 0.55% | 0.25% | 0.80% |
| Jun |
-0.38% | 0.25% | 2.34% | 0.97% | 0.59% | 0.80% | 0.64% | 0.08% |
| Jul |
0.45%§ | -0.07% | -1.31% | 0.09% | 0.43% | 0.79% | 0.18% | -0.31% |
| Aug |
0.99%† | 0.30% | -2.02% | -2.16% | -0.88% | 0.48% | -0.72% | 0.34% |
| Sep |
- | 0.08% | -2.87% | 1.11% | -0.41% | 0.94% | 1.00% | 0.51% |
| Oct |
- | 0.24% | 0.97% | 1.26% | 0.43% | -0.15% | -0.13% | 0.96% |
| Nov |
- | -0.10% | -0.15% | -0.31% | 0.44% | 0.36% | 1.70% | 0.43% |
| Dec |
- | -0.27% | 0.16% | 0.56% | 1.09% | 0.45% | 0.37% | -0.32% |
| YTD |
1.81%* | -0.35% | -1.09% | 4.64% | 4.67% | 6.23% | 3.80% | 4.07% |
|
|
†Estimated performance for August 2010 calculated with reported data from 10 funds.
§Estimated performance for July 2010 calculated with reported data from 89 funds.
*All estimates and 2010 YTD amounts are calculated with reported data as of September-2-2010 15:24 US CST.
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