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Barclay Currency Traders Index

An equal weighted composite of managed programs that trade currency futures and/or cash forwards in the inter bank market. In 2014 there are 84 currency programs included in the index.

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




1980 - 1992 10.27% 2004 2.36%
1981 - 1993 -3.33% 2005 -1.21%
1982 - 1994 -5.96% 2006 -0.12%
1983 - 1995 11.49% 2007 2.59%
1984 - 1996 6.69% 2008 3.50%
1985 - 1997 11.35% 2009 0.91%
1986 - 1998 5.71% 2010 3.45%
1987 29.56% 1999 3.12% 2011 2.25%
1988 4.28% 2000 4.45% 2012 1.71%
1989 18.89% 2001 2.71% 2013 0.87%
1990 57.74% 2002 6.29% 2014 0.99%
1991 10.94% 2003 11.08%    
Estimated YTD performance for 2014 calculated with reported data as of November-24-2014 19:38 US CST

At a Glance from Jan 1987

Compound Annual Return 6.72%
Sharpe Ratio 0.31
Worst Drawdown 15.26%
Correlation vs S&P 500 -0.02
Correlation vs US Bonds 0.13
Correlation vs World Bonds -0.02

 
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.

 

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