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Barclay Financial & Metals Traders Index
An equal weighted composite of managed programs that trade primarily financial or financial and metals. In 2011 there are 98 financial/metals programs included in the index.
| 1980 | - | 1991 | 16.50% | 2002 | 12.58% |
| 1981 | - | 1992 | 4.34% | 2003 | 9.60% |
| 1982 | - | 1993 | 8.75% | 2004 | -0.15% |
| 1983 | - | 1994 | -4.70% | 2005 | 1.74% |
| 1984 | - | 1995 | 12.91% | 2006 | 1.38% |
| 1985 | - | 1996 | 9.84% | 2007 | 7.18% |
| 1986 | - | 1997 | 5.58% | 2008 | 10.35% |
| 1987 | 99.34% | 1998 | 11.27% | 2009 | 0.60% |
| 1988 | 14.71% | 1999 | -4.52% | 2010 | 3.38% |
| 1989 | 26.64% | 2000 | 3.38% | 2011 | 0.32% |
| 1990 | 22.31% | 2001 | 7.10% | 2012 | 0.18%† |
| †Estimated YTD performance for 2012 calculated with reported data as of February-7-2012 10:47 US CST | |||||
At a Glance from Jan 1987
| Compound Annual Return | 9.98% |
| Sharpe Ratio | 0.67 |
| Worst Drawdown | 11.14% |
| Correlation vs S&P 500 | -0.15 |
| Correlation vs US Bonds | 0.17 |
| Correlation vs World Bonds | -0.11 |
