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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 2011 there are 150 discretionary programs included in the index.
| 1980 | - | 1991 | 4.42% | 2002 | 11.08% |
| 1981 | - | 1992 | -0.40% | 2003 | 5.15% |
| 1982 | - | 1993 | 9.49% | 2004 | 8.69% |
| 1983 | - | 1994 | 1.90% | 2005 | 7.55% |
| 1984 | - | 1995 | 4.16% | 2006 | 7.62% |
| 1985 | - | 1996 | 1.46% | 2007 | 6.23% |
| 1986 | - | 1997 | 2.62% | 2008 | 12.17% |
| 1987 | 56.41% | 1998 | -6.20% | 2009 | 1.89% |
| 1988 | 39.81% | 1999 | 3.22% | 2010 | 5.60% |
| 1989 | 33.61% | 2000 | 2.14% | 2011 | 2.84% |
| 1990 | 21.37% | 2001 | -0.11% | 2012 | 0.12%† |
| †Estimated YTD performance for 2012 calculated with reported data as of February-3-2012 21:54 US CST | |||||
At a Glance from Jan 1987
| Compound Annual Return | 8.96% |
| Sharpe Ratio | 0.63 |
| Worst Drawdown | 10.67% |
| Correlation vs S&P 500 | 0.01 |
| Correlation vs US Bonds | 0.15 |
| Correlation vs World Bonds | 0.00 |
