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.

	January ROR†	Percentage of funds reporting†	YTD through January†
Barclay CTA Index	-0.04%	36.20%	-0.04%
CTA Industry Money Under Management
SUB INDICES
Agricultural Traders Index	0.03%	21.74%	0.03%
Currency Traders Index	0.29%	30.00%	0.29%
Discretionary Traders Index	0.12%	25.60%	0.12%
Diversified Traders Index	-0.06%	38.87%	-0.06%
Fin./Met. Traders Index	0.03%	32.14%	0.03%
Systematic Traders Index	0.04%	40.77%	0.04%
†Estimated performance for January 2012, percentage of reporting funds, and YTD calculated with reported data as of February-3-2012 21:15 US CST

 

	Feb-02-2012 ROR†	MTD†	YTD†
Newedge CTA Index	0.05%	0.40%	1.16%
Morningstar Long/Short Commodity Index	-0.03%	-0.41%	-0.16%
AlternativeEdge Short-Term Traders Index	-0.05%	0.10%	-0.19%
Newedge CTA Trend Sub-Index	0.02%	0.44%	1.47%
†Estimated performance as of February-3-2012 21:15 US CST

 

	Feb-02-2012 ROR†	MTD†	YTD†
BTOP FX Index	0.14%	0.27%	-0.42%
BTOP50 Index	0.08%	0.31%	0.31%
†Estimated performance as of February-3-2012 21:15 US CST