Barclay Systematic Traders Index
An equal weighted composite of managed programs whose approach is at least 95% systematic. In 2008 there are 434 systematic programs included in the index.
| 1980 | - | 1990 | 34.58% | 2000 | 9.89% |
| 1981 | - | 1991 | 13.37% | 2001 | 2.99% |
| 1982 | - | 1992 | 3.25% | 2002 | 12.09% |
| 1983 | - | 1993 | 8.19% | 2003 | 8.71% |
| 1984 | - | 1994 | -3.18% | 2004 | 0.54% |
| 1985 | - | 1995 | 15.27% | 2005 | 0.95% |
| 1986 | - | 1996 | 11.58% | 2006 | 2.10% |
| 1987 | 63.01% | 1997 | 12.76% | 2007 | 8.72% |
| 1988 | 12.22% | 1998 | 8.12% | 2008 | 9.11%† |
| 1989 | 1.18% | 1999 | -3.71% | ||
| †Estimated YTD performance for 2008 calculated with reported data as of July-3-2008 19:11 US CST | |||||
At a Glance from Jan 1987
| Compound Annual Return | 11.50% |
| Sharpe Ratio | 0.43 |
| Worst Drawdown | 22.07% |
| Correlation vs S&P 500 | -0.05 |
| Correlation vs US Bonds | 0.17 |
| Correlation vs World Bonds | 0.15 |