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Barclay Equity Market Neutral Index

This investment strategy is designed to exploit equity market inefficiencies and usually involves being simultaneously long and short matched equity portfolios of the same size within a country. Market neutral portfolios are designed to be either beta or currency neutral, or both. Well-designed portfolios typically control for industry, sector, market capitalization, and other exposures. Leverage is often applied to enhance returns.

The Barclay Equity Market Neutral Index is recalculated and updated real-time on this page as soon as the monthly returns for the underlying funds are recorded. Only funds that provide us with net returns are included in the index calculation. The number of funds that are currently included in the calculations for the most recent months can be found in the footnotes below. Please note that the calculation for the number of funds is time-stamped and that the number of funds will continue to increase until all funds categorized within the sector have reported monthly returns.



 

 

20142013201220112010
Jan 0.94%1.65%1.13%-0.07%0.26%
Feb 0.57%0.79%0.40%0.45%0.36%
Mar 0.12%0.59%0.49%0.19%0.15%
Apr -0.18%0.04%-0.30%0.49%0.31%
May 0.45%0.56%-0.97%-0.20%-0.35%
Jun 0.40%0.41%-0.08%0.20%-0.38%
Jul -0.08%1.01%0.18%0.03%0.36%
Aug 0.61%-0.32%0.13%-0.94%-0.35%
Sep 0.20%§0.48%0.50%-1.33%0.92%
Oct 0.35%†1.41%0.22%1.29%0.81%
Nov -0.84%0.27%0.33%0.73%
Dec -0.87%-0.08%-0.25%0.76%
YTD 3.43%*8.61%1.88%0.16%3.64%
Estimated performance for October 2014 calculated with reported data from 85 funds.
§Estimated performance for Sep 2014 calculated with reported data from 93 funds.
*All estimates and 2014 YTD amounts are calculated with reported data as of November-25-2014 18:19 US CST.

 
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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