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Barclay Discretionary Traders Index

An equal weighted composite of managed programs whose approach is at least 65% discretionary or judgmental. In 2014 there are 136 discretionary programs included in the index.

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




1980 - 1992 -0.40% 2004 8.69%
1981 - 1993 9.49% 2005 7.55%
1982 - 1994 1.90% 2006 7.62%
1983 - 1995 4.16% 2007 6.23%
1984 - 1996 1.46% 2008 12.17%
1985 - 1997 2.62% 2009 1.89%
1986 - 1998 -6.20% 2010 5.60%
1987 56.41% 1999 3.22% 2011 2.75%
1988 39.81% 2000 2.14% 2012 1.02%
1989 33.61% 2001 -0.11% 2013 0.43%
1990 21.37% 2002 11.08% 2014 -0.82%
1991 4.42% 2003 5.15%    
Estimated YTD performance for 2014 calculated with reported data as of April-23-2014 18:58 US CST

At a Glance from Jan 1987

Compound Annual Return 8.21%
Sharpe Ratio 0.60
Worst Drawdown 10.67%
Correlation vs S&P 500 0.01
Correlation vs US Bonds 0.17
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.

 

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