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CTA Indices

The Barclay CTA Indices are 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 month can be found in the footnotes below.

Please note that the calculation for each index as well as the number of funds included in the calculation is time-stamped. The number of funds included in the calculation will continue to increase until all funds categorized within the sector have reported monthly returns. For a more complete description on each of the indices including the complete historical data set, please click on the names of the individual indices below.

Barclay CTA Indices November ROR† Percentage
of funds
through November†
Barclay CTA Index 2.64%84.58%6.65%
CTA Industry Money Under Management    
Agricultural Traders Index -0.02%80.65%2.95%
Currency Traders Index 1.08%80.95%2.14%
Discretionary Traders Index 0.25%83.33%0.78%
Diversified Traders Index 3.49%86.85%9.03%
Fin./Met. Traders Index 1.80%87.50%2.14%
Systematic Traders Index 3.37%83.57%8.79%
†Estimated performance for November 2014, percentage of reporting funds, and YTD calculated with reported data as of December-18-2014 02:30 US CST

NewEdge Daily Indices Dec-16-2014 ROR† MTD† YTD†
Newedge CTA Index -0.11%-1.15%12.50%
Newedge Short-Term Traders Index -0.01%-1.04%8.38%
Newedge Trend Index 0.10%-1.14%15.62%
†Estimated performance as of December-18-2014 02:30 US CST

Investable Benchmarks Dec-16-2014 ROR† MTD† YTD†
BTOP FX Index -0.56%-0.57%6.94%
BTOP50 Index -0.13%-1.29%9.87%
†Estimated performance as of December-18-2014 02:30 US CST


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