Each month Barclay provides updated performance rankings for 39 Hedge Fund categories and 16 CTA categories.
Barclay’s Global Database contains comprehensive information on 6499 Hedge Funds, CTAs, and Fund of Funds.
Managed Futures Down 0.36% in March;
Barclay CTA Index Returns 7.09% in Q1
April 2008
Hedge Funds Down 4.42% in 1st Quarter of 2008;
Barclay Hedge Fund Index Drops 2.40% in March
April 2008
Barclay CTA Index Gains 5.00% in February, 7.17% Year to Date; Best Start for Managed Futures Since 1997
March 17 2008
 |
April ROR† |
Number of funds reporting† |
YTD through April † |
|---|---|---|---|
| Barclay Hedge Fund Index | 2.12% | 1350 | -2.38% |
| Hedge Fund Industry Money Under Management | |||
| SUB INDICES | |||
| Convertible Arbitrage Index | 0.31% | 36 | -3.60% |
| Distressed Securities Index | 1.89% | 23 | -3.25% |
| Emerging Markets Index | 3.31% | 208 | -5.95% |
| Equity Long Bias Index | 3.30% | 191 | -4.02% |
| Equity Long/Short Index | 1.66% | 311 | -2.20% |
| Equity Market Neutral Index | 1.10% | 43 | 0.52% |
| Equity Short Bias Index | -2.73% | 4 | 10.00% |
| European Equities Index | 1.67% | 105 | -0.68% |
| Event Driven Index | 0.26% | 40 | -2.85% |
| Fixed Income Arbitrage Index | 2.34% | 22 | -3.81% |
| Fund of Funds Index | 1.18% | 603 | -3.22% |
| Global Macro Index | 0.51% | 71 | 1.81% |
| Healthcare & Biotechnology Index | 2.00% | 11 | -7.38% |
| Merger Arbitrage Index | 1.78% | 14 | 1.25% |
| Multi Strategy Index | -0.28% | 46 | -2.02% |
| Pacific Rim Equities Index | 3.31% | 69 | -4.30% |
| Technology Index | 6.18% | 21 | 0.26% |
| †Estimated performance for April 2008, number of funds included and YTD calculated with reported data as of May-10-2008 15:25 US CST | |||
 |
April ROR† | Percentage of funds reporting† |
YTD through April† |
|---|---|---|---|
| Barclay CTA Index | -0.38% | 72.61% | 6.54% |
| CTA Industry Money Under Management | |||
| SUB INDICES | |||
| Agricultural Traders Index | 1.14% | 31.82% | 3.16% |
| Currency Traders Index | 0.07% | 66.15% | 1.63% |
| Discretionary Traders Index | 0.16% | 63.28% | 6.60% |
| Diversified Traders Index | -0.79% | 73.19% | 11.88% |
| Fin./Met. Traders Index | -0.59% | 70.43% | 3.35% |
| Systematic Traders Index | -0.59% | 73.38% | 7.41% |
| †Estimated performance for April 2008, percentage of reporting funds, and YTD calculated with reported data as of May-10-2008 15:25 US CST | |||
 |
May-08-2008 ROR† | MTD† | YTD† |
|---|---|---|---|
| BTOP FX Index | -0.39% | -0.41% | 1.07% |
| Newedge CTA Index (formerly Calyon Financial Barclay Index) | -0.06% | 0.53% | 4.60% |
| AlternativeEdge Short-Term Traders Index | -0.02% | 0.30% | 5.57% |
| †Estimated performance as of May-10-2008 15:25 US CST | |||
 |
MTD thru May-08-2008† | April ROR† | YTD |
|---|---|---|---|
| BTOP50 Index | 0.53% | -1.31% | 5.20% |
| †Estimated performance as of May-10-2008 15:25 US CST | |||