Barclay CTA Index

The Barclay CTA Index measures the composite performance of established programs. For purposes of this index, an established trading program is a trading program that has four years or more documented performance history. Once a trading program passes this four-year hurdle, its subsequent performance is included in this unweighted index. The Barclay Index does not represent an actual portfolio, which could be invested in, and therefore the index performance results should be deemed to be hypothetical in nature and of comparative value only.

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Related Terms:

• Value Added Monthly Index VAMI definition
• Equity Hedge definition
• Efficiency Index definition
• Style Analysis definition
• High Water Mark definition

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