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The Barclay Group

The Barclay Group, founded in 1985, is dedicated to serving institutional and high net worth clients worldwide in the field of hedge fund and managed futures performance measurement and portfolio management.

Barclay CTA Indices

October ROR† Percentage
of funds
reporting†
YTD
through October†
Barclay CTA Index -0.50%89.11%3.87%
SUB INDICES      
Agricultural Traders Index -3.40%90.32%2.63%
Currency Traders Index 0.71%84.38%0.99%
Discretionary Traders Index -1.09%85.71%0.52%
Diversified Traders Index -0.04%89.12%5.36%
Fin./Met. Traders Index -0.22%95.38%0.22%
Systematic Traders Index 0.05%89.90%5.14%

†Estimated performance for October 2014, percentage of reporting funds, and YTD calculated with reported data as of November-23-2014 11:40 US CST

Money Under Management

2nd Qtr 07† 1st Qtr 07†
Managed Futures Industry $ 182.0 B $ 172.0 B
Hedge Fund Industry $ 1,910.0 B $ 1,776.5 B

†Industry-wide estimated in USD Billions

Daily Indices

Nov-20-2014 ROR† MTD† YTD†
BTOP FX Index 0.04%0.47%6.34%
Newedge CTA Index 0.09%1.64%9.53%

†Estimated performance as of November-23-2014 11:40 US CST

Investable Benchmarks

MTD thru Nov-21-2014† October ROR† YTD
BTOP50 Index 2.02%1.39%7.95%

†Estimated performance as of November-23-2014 11:40 US CST

Barclay Hedge Fund Indices

October ROR† Number of funds reporting† YTD
through October†
Barclay Hedge Fund Index -0.12% 3469 2.93%
SUB INDICES      
Convertible Arbitrage Index -0.70% 21 1.79%
Distressed Securities Index -1.88% 43 1.71%
Emerging Markets Index 0.40% 558 1.94%
Equity Long Bias Index 0.40% 351 2.50%
Equity Long/Short Index -0.40% 479 1.66%
Equity Market Neutral Index 0.30% 97 3.57%
Equity Short Bias Index -2.14% 2 -12.85%
European Equities Index -0.78% 135 0.42%
Event Driven Index -1.90% 111 0.50%
Fixed Income Arbitrage Index 0.48% 28 5.57%
Fund of Funds Index -0.64% 825 1.47%
Global Macro Index 0.38% 170 1.92%
Healthcare & Biotechnology Index 3.67% 53 16.63%
Merger Arbitrage Index -1.65% 41 -1.22%
Multi Strategy Index -0.22% 107 3.45%
Pacific Rim Equities Index -0.90% 49 0.79%
Technology Index 2.17% 43 -0.73%

†Estimated performance for October 2014, number of funds included and YTD calculated with reported data as of November-23-2014 11:40 US CST

Snapshot of Barclay Databases

As of November-23-2014 11:40 US CST

Managed
Futures
Hedge
Funds
Currently Active 1332 5783
Updated through October 2014 1009 4494
Percentage updated 75.75% 77.71%
Updated during the past 7 days 99 1129
Funds with positive ROR 483 2206
Average Positive ROR 2.82% 1.84%
Funds with negative ROR 526 2288
Average Negative ROR -3.84% -2.16%
Average ROR -0.65%-0.20%
Highest ROR25.48%34.00%
Median ROR-0.17%-0.05%
Lowest ROR -58.63% -51.42%
Fund of Funds reporting 49 833