Barclay BTOP50 Index
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 2016 there are 20 funds in the Barclay BTOP50 Index. To see the complete list of constituents, scroll down or click here:
† Estimated data.|
For monthly historical data since inception (1987) or daily historical data since Jan 1st 2010 please click on the links below.
- AlphaSimplex Group, LLC (Managed Futures Composite)
- AQR Capital Mgmt. (AQR Managed Futures MV Strategy)
- Aspect Capital Limited (Diversified Fund (USD)
- Campbell & Co., Inc. (Campbell Managed Futures)
- Cantab Capital Partners (CCP Quant Fund - Aristarchus)
- Catalyst Capital Advisors, LLC (Catalyst Hedged Futures Strategy (I))
- Doherty Advisors (Relative Value Growth)
- FDO Partners, LLC (Global Quantitative Currency)
- First Quadrant L.P. (Tactical Currency Allocation L/S USD)
- Graham Capital Mgmt., L.P. (K4D-15V)
- H2O AM LLP (Force 10 USD)
- Lynx Asset Management (Lynx (Bermuda) Ltd.)
- Man Investments Ltd (AHL Diversified plc)
- Niederhoffer, R.G. Capital Management (Diversified)
- PIMCO LLC (Trends Managed Futures Strategy Fund)
- QMS Capital Management LP (Diversified Global Macro)
- Systematica Investments (Blue Trend Fund)
- Transtrend, B.V. (DTP/Enhanced Risk - USD)
- Trigon Investment Advisors (Discretionary Macro)
- Winton Capital Management, Ltd. (Futures Fund)
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For insider's access to the firm's fund manager, click on the video icon next to the fund name. You'll see and hear, first hand, the fund manager explain how they got started, describe their unique trading style and philosophy, as well as address how they respond to changes in market behavior...plus more.
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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.