Barclay CTA Index

The Barclay CTA Index is a leading industry benchmark of representative performance of commodity trading advisors. There are currently 533 programs included in the calculation of the Barclay CTA Index for the year 2010, 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%	1990	21.02%	2000	7.86%
1981	23.90%	1991	3.73%	2001	0.84%
1982	16.68%	1992	-0.91%	2002	12.36%
1983	23.75%	1993	10.37%	2003	8.69%
1984	8.74%	1994	-0.65%	2004	3.30%
1985	25.50%	1995	13.64%	2005	1.71%
1986	3.82%	1996	9.12%	2006	3.54%
1987	57.27%	1997	10.89%	2007	7.64%
1988	21.76%	1998	7.01%	2008	14.09%
1989	1.80%	1999	-1.19%	2009	-0.10%
†Estimated YTD performance for 2010 calculated with reported data as of Sep-3-2010 03:29 US CST

At a Glance from Jan 1980