Barclay BTOP FX Index
The BTOP FX Index seeks to replicate the overall composition of the currency sector of the managed futures industry with regard to trading style and overall market exposure. The BTOP FX Index employs a top-down approach in selecting its constituents. The largest investable currency trading programs, as measured by assets under management, are selected for inclusion in the BTOP FX Index . In each calendar year the selected currency trading programs represent, in aggregate, no less than 50% of the investable assets of the Barclay Currency Traders Universe. To be included in the BTOP FX Index , the following criteria must be met:
- Program must trade exclusively currencies, either futures or interbank.
- Program must be open for investment.
- Program must be willing to provide Barclay with daily rates of return on a timely basis.
- The BTOP FX Index will be equally weighted among the selected programs at the beginning of each calendar year and will be rebalanced annually.
For 2014 there are 10 funds in the Barclay BTOP FX Index. To see the complete list of constituents, scroll down or click here:
|BTOP FX Index||0.70%||1.04%||8.67%|
|†Estimated performance as of December-20-2014 12:40 US CST|
- Civic Capital Advisors, LLC (CC Currency Fund LP)
- Excalibur Funds Mgmt. Pty (Excalibur Gl. Macro Fund)
- FDO Partners, LLC (Emerging Markets Quant. Currency)
- Harmonic Capital (Alpha Plus Global Currency)
- Harness Investment Group Limited (FX)
- Hathersage (Long Term Curr)
- IPM Informed Portfolio Mgmt. (IPM Systematic Curr. C)
- P/E Investments (FX Strategy - Aggressive)
- Premium Currency Advisors AG (Premium Currencies)
- Rhicon Currency Management (Pte) Ltd (Strategic)
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.