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Managed Futures Assets Decline 1% in 2005

FAIRFIELD, Iowa, February 14, 2006 – Managed Futures assets declined 1.06 percent in 2005 according to The Barclay Group, a leading provider of managed futures and hedge fund data.

Money under management slid from $131.9 billion to $130.5 billion during 2005, but is still well above historical levels. Five years ago, CTAs managed just $37.9 billion, and ten years ago the figure was $22.8 billion.

“Although the Barclay CTA Index gained 1.7 percent in 2005, its performance was well below the long-term historical average of 12.7 percent,” says Sol Waksman, president of The Barclay Group. “During past periods of underperformance, decreases of 6 to 8 percent in assets under management were not uncommon. A one percent decline in assets is quite small for this historically active sector.”

“Given the relative underperformance by CTAs, I believe that this small decline in assets is largely a reflection of continued investor confidence in the sector. Over time, investors have been drawn to the managed futures sector as much for the diversification benefits as for the profit potential,” says Waksman.

The Barclay BTOP50 Index, which measures the performance of the largest CTA’s, gained 2.46 percent in 2005.

Click here to view 26 years of Barclay CTA Index data

The Barclay Group, founded in 1985, actively tracks more than 5,100 hedge funds and managed futures programs.

Barclay has created and regularly updates 18 proprietary hedge fund indices and eight managed futures indices.

Institutional investors, brokerage firms and private banks worldwide utilize Barclay’s indices as performance benchmarks for the hedge fund and managed futures industries.

Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends.

For more commentary, call Sol Waksman at 641-472-3456 or email