Barclay Global Macro Index
Global Macro managers carry long and short positions in any of the world's major capital or derivative markets. These positions reflect their views on overall market direction as influenced by major economic trends and or events. The portfolios of these funds can include stocks, bonds, currencies, and commodities in the form of cash or derivatives instruments. Most funds invest globally in both developed and emerging markets.
The Barclay Global Macro Index is recalculated and updated real-time on this page as soon as the monthly returns for the underlying funds are recorded. 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.
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2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|
| Jan | 0.29% | 0.42% | 3.97% | -0.86% | 0.62% | |
| Feb | 3.62% | 0.20% | -0.64% | 2.16% | 1.10% | |
| Mar | -2.39% | -0.33% | 0.99% | -0.84% | 0.09% | |
| Apr | 0.88% | 1.69% | 3.08% | -1.22% | -2.12% | |
| May | 0.95%§ | 1.82% | -2.31% | 0.98% | -0.59% | |
| Jun | 1.81%† | 1.05% | -0.25% | 1.26% | -0.03% | |
| Jul | - | 0.79% | -0.59% | 1.25% | -0.88% | |
| Aug | - | -2.03% | -0.73% | 0.81% | -0.24% | |
| Sep | - | 3.87% | -1.17% | 3.30% | 0.30% | |
| Oct | - | 3.13% | 1.52% | -1.69% | 0.89% | |
| Nov | - | -0.99% | 2.81% | 2.13% | 3.01% | |
| Dec | - | 1.37% | 1.09% | 1.89% | 0.84% | |
| YTD | 5.18%* | 11.40% | 7.84% | 9.40% | 2.95% | |
| †Estimated performance for June 2008 calculated with reported data from 19 funds. | ||||||
| §Estimated performance for May 2008 calculated with reported data from 142 funds. | ||||||
| *All estimates and 2008 YTD amounts are calculated with reported data as of July-3-2008 19:08 US CST. | ||||||