Welcome to BarclayHedge

#1 Alternative Investment Resource
See hedge fund rankings, indices, exclusive third party research, and more when you join for FREE.

QUICK SIGN UP
Instant access after activation.

Not a member yet? Sign up!

X Member Login

I agree to Terms of Use
Lost your password?
Contact us: +1 (641) 472-3456

Barclay CTA Index

The Barclay CTA Index is a leading industry benchmark of representative performance of commodity trading advisors. There are currently 551 programs included in the calculation of the Barclay CTA Index for the year 2014, which is unweighted and rebalanced at the beginning of each year.

To qualify for inclusion in the CTA Index, an advisor must have four years of prior performance history. Additional programs introduced by qualified advisors are not added to the Index until after their second year. These restrictions, which offset the high turnover rates of trading advisors as well as their artificially high short-term performance records, ensure the accuracy and reliability of the Barclay CTA Index.

To see historical data on the number of programs included in the Barclay CTA Index, click here




1980 63.69% 1992 -0.91% 2004 3.30%
1981 23.90% 1993 10.37% 2005 1.71%
1982 16.68% 1994 -0.65% 2006 3.54%
1983 23.75% 1995 13.64% 2007 7.64%
1984 8.74% 1996 9.12% 2008 14.09%
1985 25.50% 1997 10.89% 2009 -0.10%
1986 3.82% 1998 7.01% 2010 7.05%
1987 57.27% 1999 -1.19% 2011 -3.09%
1988 21.76% 2000 7.86% 2012 -1.70%
1989 1.80% 2001 0.84% 2013 -1.42%
1990 21.02% 2002 12.36% 2014 3.86%
1991 3.73% 2003 8.69%    
Estimated YTD performance for 2014 calculated with reported data as of November-24-2014 13:44 US CST

At a Glance from Jan 1980

Compound Annual Return 10.24%
Sharpe Ratio 0.38
Worst Drawdown 15.66%
Correlation vs S&P 500 0.01
Correlation vs US Bonds 0.13
Correlation vs World Bonds 0.00

 
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.

 

back to top

Home | Privacy | About Us | Blog | Articles | Terms of Use | Advertise | Contact Us | Follow Us Follow us on Twitter | © 2014 BarclayHedge, Ltd