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The BTOP50 Index seeks to replicate the overall composition of the managed futures industry with regard to trading style and overall market exposure. The BTOP50 employs a top-down approach in selecting its constituents. The largest investable trading advisor programs, as measured by assets under management, are selected for inclusion in the BTOP50. In each calendar year the selected trading advisors represent, in aggregate, no less than 50% of the investable assets of the Barclay CTA Universe. To be included in the BTOP50, the following criteria must be met:
- Program must be open for investment
- Manager must be willing to provide us daily returns
- Program must have at least two years of trading activity
- Program's advisor must have at least three years of operating history
- The BTOP50's portfolio will be equally weighted among the selected programs at the beginning of each calendar year and will be rebalanced annually.
For 2013 there are 20 funds in the Barclay BTOP50 Index. To see the complete list of constituents, scroll down or click here:
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2013 | 2012 | 2011 | 2010 | 2009 |
|---|---|---|---|---|---|
| Jan | 1.42% | 0.58% | -1.16% | -1.98% | 0.16% |
| Feb | 0.27% | 0.60% | 0.46% | 0.69% | 0.04% |
| Mar | 0.25% | -1.72% | -1.33% | 1.97% | -1.95% |
| Apr | 1.58%† | 0.37% | 2.26% | 0.86% | -1.64% |
| May | 0.31%† | 1.80% | -2.60% | -2.40% | 0.98% |
| Jun | - | -1.74% | -1.08% | -0.38% | -1.66% |
| Jul | - | 2.29% | 1.94% | -0.69% | -0.37% |
| Aug | - | -1.39% | -0.39% | 3.14% | 0.39% |
| Sep | - | -0.89% | 0.09% | 1.65% | 1.43% |
| Oct | - | -2.40% | -2.41% | 2.05% | -1.69% |
| Nov | - | 0.31% | 0.01% | -1.77% | 2.09% |
| Dec | - | 0.46% | 0.00% | 3.29% | -2.53% |
| YTD | 3.89% | -1.83% | -4.25% | 6.38% | -4.77% |
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† Estimated data. For monthly historical data since inception (1987) or daily historical data since Jan 1st 2010 please click on the links below. | |||||
2013 Barclay BTOP50 Index Constituents
- Armajaro Commodities Fund Ltd
- Aspect Capital (Div. Fund)
- Boronia Capital (Diversified)
- Campbell & Co. (FME Large)
- Conservative Concept PM (Athena UI)
- Emil van Essen (Spread Trading)
- FX Concepts (Multi-Strategy)
- GMO Australia (Global Macro Trust)
- Graham Capital Mgmt (K4D-15V)
- Krom River Commodity Fund
- Lynx Asset Mgmt (Lynx Bermuda)
- Man Investments(Man AHL Div. plc)
- Mesirow Financial (Absolute Return)
- Niederhoffer, R.G. (Diversified)
- Ortus Capital Mgmt. (Currency)
- Quantitative Invest. Mgmt (Global)
- Sasco Energy Partners
- Skandinaviska Enskilda (SEB Asset Sel)
- Transtrend (DTP/Enhanced Risk - USD)
- Winton Capital Mgmt. (Diversified)
Past performance is not necessarily indicative of future trading results. The funds represent speculative investments and involve a high degree of risk. An investor could lose all or a substantial portion of his or her investment.
