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Barclay Systematic Traders Index

An equal weighted composite of managed programs whose approach is at least 95% systematic. In 2014 there are 482 systematic programs included in the index.

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




1980 - 1992 3.25% 2004 0.54%
1981 - 1993 8.19% 2005 0.95%
1982 - 1994 -3.18% 2006 2.10%
1983 - 1995 15.27% 2007 8.72%
1984 - 1996 11.58% 2008 18.16%
1985 - 1997 12.76% 2009 -3.38%
1986 - 1998 8.12% 2010 7.82%
1987 63.01% 1999 -3.71% 2011 -3.83%
1988 12.22% 2000 9.89% 2012 -3.20%
1989 1.18% 2001 2.99% 2013 -1.10%
1990 34.58% 2002 12.09% 2014 2.98%
1991 13.37% 2003 8.71%    
Estimated YTD performance for 2014 calculated with reported data as of Sep-30-2014 13:11 US CST

At a Glance from Jan 1987

Compound Annual Return 7.98%
Sharpe Ratio 0.34
Worst Drawdown 22.07%
Correlation vs S&P 500 -0.03
Correlation vs US Bonds 0.10
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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