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Barclay Diversified Traders Index

An equal weighted composite of managed programs that trade a diversified portfolio. In 2014 there are 386 diversified programs included in the index.

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




1980 - 1992 1.04% 2004 1.10%
1981 - 1993 13.68% 2005 0.62%
1982 - 1994 0.11% 2006 5.28%
1983 - 1995 14.30% 2007 11.41%
1984 - 1996 11.83% 2008 26.55%
1985 - 1997 14.72% 2009 -3.61%
1986 - 1998 7.79% 2010 9.80%
1987 58.49% 1999 -2.91% 2011 -5.72%
1988 17.38% 2000 10.87% 2012 -4.06%
1989 0.36% 2001 2.34% 2013 -2.99%
1990 34.06% 2002 14.17% 2014 -0.56%
1991 7.24% 2003 11.43%    
Estimated YTD performance for 2014 calculated with reported data as of April-16-2014 04:59 US CST

At a Glance from Jan 1987

Compound Annual Return 8.64%
Sharpe Ratio 0.35
Worst Drawdown 17.49%
Correlation vs S&P 500 -0.05
Correlation vs US Bonds 0.09
Correlation vs World Bonds -0.04

 
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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