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Barclay Indices

The Barclay Indices are 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 month can be found in the footnotes below.

Please note that the calculation for each index as well as the number of funds included in the calculation is time-stamped. The number of funds included in the calculation will continue to increase until all funds categorized within the sector have reported monthly returns. For a more complete description on each of the indices including the complete historical data set, please click on the names of the individual indices below.


Barclay UCITS Indices October
ROR†
Number of
funds reporting†
YTD through
October †
Barclay UCITS Index 1.33% 974 8.87%
SUB INDICES      
UCITS Emerging Markets Index 1.95% 112 16.54%
UCITS Equity Long Index 2.21% 179 13.47%
UCITS Equity Long/Short Index 1.04% 202 6.78%
UCITS Fixed Income Index 1.16% 64 4.77%
UCITS Global Macro Index 0.77% 38 0.72%
UCITS CTA Index 4.76% 79 9.44%
†Estimated performance for October 2017, number of funds included and YTD calculated with reported data as of November-22-2017 07:05 US CST

 
Barclay Hedge Fund Indices October
ROR†
Number of
funds reporting†
YTD through
October †
Barclay Hedge Fund Index 1.11% 2687 8.45%
Hedge Fund Industry Money Under Management    
SUB INDICES      
Convertible Arbitrage Index 0.38% 17 3.02%
Distressed Securities Index -0.12% 37 1.59%
Emerging Markets Index 1.36% 372 15.35%
Equity Long Bias Index 1.69% 381 10.88%
Equity Long/Short Index 1.18% 382 7.28%
Equity Market Neutral Index 0.92% 92 2.83%
European Equities Index 1.44% 93 8.82%
Event Driven Index -0.60% 104 5.70%
Fixed Income Arbitrage Index 0.32% 19 4.50%
Fund of Funds Index 1.02% 414 5.63%
Global Macro Index 1.37% 113 3.46%
Healthcare & Biotechnology Index -1.64% 40 15.28%
Merger Arbitrage Index 0.34% 46 4.66%
Multi Strategy Index 1.01% 87 4.90%
Pacific Rim Equities Index 3.38% 45 13.22%
Technology Index 2.76% 33 20.78%
†Estimated performance for October 2017, number of funds included and YTD calculated with reported data as of November-22-2017 07:05 US CST

 
Barclay CTA Indices October ROR† Percentage
of funds
reporting†
YTD
through October†
Barclay CTA Index 1.87%87.12%0.27%
CTA Industry Money Under Management    
SUB INDICES      
Agricultural Traders Index -0.30%74.19%2.24%
Currency Traders Index 0.70%78.00%0.85%
Discretionary Traders Index -0.19%79.78%0.17%
Diversified Traders Index 2.59%88.22%-1.81%
Fin./Met. Traders Index 2.02%85.94%3.35%
Systematic Traders Index 2.58%86.58%-0.01%
†Estimated performance for October 2017, percentage of reporting funds, and YTD calculated with reported data as of November-22-2017 07:05 US CST

 
NewEdge Daily Indices Nov-20-2017 ROR† MTD† YTD†
SG CTA Index 0.13%-0.56%0.90%
SG CTA Mutual Fund Index 0.24%-0.46%1.46%
SG Short-Term Traders Index 0.10%-1.84%-6.96%
SG Trend Index 0.21%-0.51%-0.34%
†Estimated performance as of November-22-2017 07:05 US CST

 
Investable Benchmarks Nov-20-2017 ROR† MTD† YTD†
BTOP FX Index -0.17%-0.26%-9.33%
BTOP50 Index 0.10%-0.72%-2.11%
†Estimated performance as of November-22-2017 07:05 US CST

 

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