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MPI Barclay Elite Systematic Traders Index

The MPI Barclay Elite Systematic Traders Index (Bloomberg Ticker MPBEST20) was constructed to capture the average return of the 20 largest systematic traders. The Index was developed to meet the demands of institutional investors seeking a more selective benchmark representative of strategies that deliver equity market diversification. It is an equal-weighted index and is rebalanced annually.

The MPI Barclay Elite Systematic Traders Index was developed in partnership with MPI. Please visit MPIís website for more information about MPI hedge fund indices.


 

20182017201620152014
Jan 3.61%-1.14%3.10%4.64%-1.51%
Feb -6.41%2.22%2.94%0.52%-0.30%
Mar -0.15%-1.21%-2.66%1.27%-0.61%
Apr 0.80%-0.41%-2.16%-2.93%0.18%
May -1.85%-0.31%-1.42%-0.60%2.51%
Jun 0.82%*-3.01%3.26%-4.72%0.79%
Jul -0.21%1.49%3.07%-0.54%
Aug -1.80%-2.97%-1.81%3.79%
Sep --1.68%-1.53%1.63%2.78%
Oct -4.58%-2.09%-0.76%1.12%
Nov --0.30%-0.90%3.54%5.32%
Dec -1.32%0.75%-1.77%1.09%
YTD -3.42%*1.84%-2.46%1.66%15.42%
*Estimates performance calculated with reported data as of July-20-2018 17:34 US CST.

At a Glance from Jan 2001

Compound Annual Return 4.66%
Sharpe Ratio 0.35
Worst Drawdown 15.17%
Correlation vs S&P 500 -0.12
Correlation vs US Bonds 0.06
Correlation vs World Bonds -0.07

 
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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