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Barclay Diversified Traders Index
An equal weighted composite of managed programs that trade a diversified portfolio. In 2011 there are 360 diversified programs included in the index.
| 1980 | - | 1991 | 7.24% | 2002 | 14.17% |
| 1981 | - | 1992 | 1.04% | 2003 | 11.43% |
| 1982 | - | 1993 | 13.68% | 2004 | 1.10% |
| 1983 | - | 1994 | 0.11% | 2005 | 0.62% |
| 1984 | - | 1995 | 14.30% | 2006 | 5.28% |
| 1985 | - | 1996 | 11.83% | 2007 | 11.41% |
| 1986 | - | 1997 | 14.72% | 2008 | 26.55% |
| 1987 | 58.49% | 1998 | 7.79% | 2009 | -3.61% |
| 1988 | 17.38% | 1999 | -2.91% | 2010 | 9.80% |
| 1989 | 0.36% | 2000 | 10.87% | 2011 | -5.61% |
| 1990 | 34.06% | 2001 | 2.34% | 2012 | -0.06%† |
| †Estimated YTD performance for 2012 calculated with reported data as of February-3-2012 21:53 US CST | |||||
At a Glance from Jan 1987
| Compound Annual Return | 9.78% |
| Sharpe Ratio | 0.40 |
| Worst Drawdown | 17.49% |
| Correlation vs S&P 500 | -0.05 |
| Correlation vs US Bonds | 0.06 |
| Correlation vs World Bonds | -0.04 |
