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Managed Future Database
Barclay UCITS Indices November
ROR†
Number of
funds reporting†
YTD through
November †
Barclay UCITS Index 0.72% 36 4.37%
SUB INDICES      
UCITS Emerging Markets Index N/A 0 13.28%
UCITS Equity Long Index 2.22% 5 6.41%
UCITS Equity Long/Short Index 0.54% 7 -1.88%
UCITS Fixed Income Index N/A 0 3.37%
UCITS Global Macro Index -1.13% 1 -5.26%
UCITS CTA Index -0.87% 15 -1.81%
†Estimated performance for November 2016, number of funds included and YTD calculated with reported data as of December-5-2016 04:20 US CST

 
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Barclay Hedge Fund Indices November
ROR†
Number of
funds reporting†
YTD through
November †
Barclay Hedge Fund Index 1.97% 333 6.09%
Hedge Fund Industry Money Under Management    
SUB INDICES      
Convertible Arbitrage Index -2.29% 4 2.19%
Distressed Securities Index 2.23% 3 13.18%
Emerging Markets Index 2.53% 12 14.43%
Equity Long Bias Index 4.68% 49 5.38%
Equity Long/Short Index 1.37% 59 1.59%
Equity Market Neutral Index 2.71% 17 2.06%
European Equities Index -0.97% 1 -6.45%
Event Driven Index 2.54% 16 11.08%
Fixed Income Arbitrage Index 1.18% 12 4.35%
Fund of Funds Index 0.89% 35 -0.65%
Global Macro Index 0.91% 22 -0.37%
Healthcare & Biotechnology Index 5.03% 5 -0.77%
Merger Arbitrage Index 0.73% 13 4.65%
Multi Strategy Index 0.99% 14 4.48%
Pacific Rim Equities Index 0.56% 3 -0.51%
Technology Index 2.00% 2 6.36%
†Estimated performance for November 2016, number of funds included and YTD calculated with reported data as of December-5-2016 04:20 US CST

 
Barclay CTA Indices November ROR† Percentage
of funds
reporting†
YTD
through November†
Barclay CTA Index 0.09%28.04%-1.21%
CTA Industry Money Under Management    
SUB INDICES      
Agricultural Traders Index -0.08%18.52%-2.13%
Currency Traders Index 0.06%25.00%1.16%
Discretionary Traders Index 0.43%31.58%-1.19%
Diversified Traders Index 0.15%27.83%-2.69%
Fin./Met. Traders Index -0.01%40.85%0.83%
Systematic Traders Index 0.07%28.01%-1.79%
†Estimated performance for November 2016, percentage of reporting funds, and YTD calculated with reported data as of December-5-2016 04:20 US CST

 
Investable Benchmarks Dec-01-2016 ROR† MTD† YTD†
BTOP FX Index -0.07%-0.07%-5.66%
BTOP50 Index -0.13%-0.13%-4.85%
†Estimated performance as of December-5-2016 04:20 US CST

 
NewEdge Daily Indices Dec-01-2016 ROR† MTD† YTD†
SG CTA Index -0.13%-0.13%-3.61%
SG CTA Mutual Fund Index -0.39%-0.39%-6.04%
SG Short-Term Traders Index 0.10%0.10%-1.05%
SG Trend Index -0.11%-0.11%-6.90%
†Estimated performance as of December-5-2016 04:20 US CST

 
Daily Indices Total Index Return Value† Dec-02-2016 ROR† QTD† YTD†
Gresham TAP® Index 477.46 0.03% 3.84% 11.85%
†Estimated performance as of December-5-2016 04:20 US CST

 
MSR Daily Indices Dec-02-2016 ROR† MTD† YTD†
MSR Diversified Beta Index 0.56%-0.64%12.43%
MSR Trend Following Index -1.22%-2.46%-7.48%
MSR Macro Index -0.59%-1.67%-0.27%
MSR Beta plus Trend Index -0.72%-1.94%-5.31%
†Estimated performance as of December-5-2016 04:20 US CST

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