Barclay CTA Index
The Barclay CTA Index is a leading industry benchmark of representative performance of commodity trading advisors. There are currently 535 programs included in the calculation of the Barclay CTA Index for 2015. The Index is equally weighted 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.
|†Estimated YTD performance for 2016 calculated with reported data as of February-10-2016 16:07 US CST|
At a Glance from Jan 1980
|Compound Annual Return||9.94%|
|Correlation vs S&P 500||0.01|
|Correlation vs US Bonds||0.14|
|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.