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Barclay Convertible Arbitrage Index

This strategy is identified by hedge investing in the convertible securities of a company. A typical investment is to be long the convertible bond and short the common stock of the same company. Positions are designed to generate profits from the fixed income security as well as the short sale of stock, while protecting principal from market moves.

The Barclay Convertible Arbitrage 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.



Jan 0.37%0.75%-1.97%0.14%0.92%
Feb 0.26%0.53%-0.04%1.14%0.70%
Mar -0.13%0.04%1.23%0.22%0.58%
Apr 0.42%0.42%1.53%1.35%0.39%
May -0.11%0.31%0.66%0.38%0.25%
Jun 0.34%§0.01%-0.13%-0.97%0.41%
Jul 0.15%†0.34%1.39%-0.44%0.07%
Aug --0.06%0.97%-0.60%-0.32%
Sep -0.27%0.34%-0.55%-0.52%
Oct -0.34%0.55%1.17%-0.83%
Nov --0.14%-0.27%-0.43%-0.03%
Dec --0.28%0.79%-1.07%-0.43%
YTD 1.30%*2.55%5.13%0.29%1.18%
Estimated performance for July 2018 calculated with reported data from 15 funds.
§Estimated performance for June 2018 calculated with reported data from 18 funds.
*All estimates and 2018 YTD amounts are calculated with reported data as of August-19-2018 23:50 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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