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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

January ROR† Percentage
of funds
reporting†
YTD
through January†
Barclay CTA Index 3.09%96.39%3.09%
SUB INDICES      
Agricultural Traders Index 1.22%100%1.22%
Currency Traders Index 1.48%90.00%1.48%
Discretionary Traders Index 1.41%95.52%1.41%
Diversified Traders Index 4.24%98.05%4.24%
Fin./Met. Traders Index 2.18%98.67%2.18%
Systematic Traders Index 3.27%97.78%3.27%

†Estimated performance for January 2015, percentage of reporting funds, and YTD calculated with reported data as of February-27-2015 08:50 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

Feb-25-2015 ROR† MTD† YTD†
BTOP FX Index -0.01%0.06%0.93%
Newedge CTA Index -0.22%-0.79%3.47%

†Estimated performance as of February-27-2015 08:50 US CST

Investable Benchmarks

MTD thru Feb-25-2015† January ROR† YTD
BTOP50 Index -1.11%4.00%2.85%

†Estimated performance as of February-27-2015 08:50 US CST

Barclay Hedge Fund Indices

January ROR† Number of funds reporting† YTD
through January†
Barclay Hedge Fund Index 0.51% 3830 0.51%
SUB INDICES      
Convertible Arbitrage Index 0.15% 23 0.15%
Distressed Securities Index -1.40% 52 -1.40%
Emerging Markets Index 0.55% 603 0.55%
Equity Long Bias Index -1.06% 380 -1.06%
Equity Long/Short Index 0.28% 531 0.28%
Equity Market Neutral Index 1.15% 119 1.15%
Equity Short Bias Index -0.08% 2 -0.08%
European Equities Index 0.80% 137 0.80%
Event Driven Index -1.08% 140 -1.08%
Fixed Income Arbitrage Index 0.81% 43 0.81%
Fund of Funds Index 0.43% 955 0.43%
Global Macro Index 1.54% 192 1.54%
Healthcare & Biotechnology Index 3.09% 58 3.09%
Merger Arbitrage Index 0.08% 52 0.08%
Multi Strategy Index 1.15% 99 1.15%
Pacific Rim Equities Index -0.68% 57 -0.68%
Technology Index 0.29% 46 0.29%

†Estimated performance for January 2015, number of funds included and YTD calculated with reported data as of February-27-2015 08:50 US CST

Snapshot of Barclay Databases

As of February-27-2015 08:50 US CST

Managed
Futures
Hedge
Funds
Currently Active 1338 5831
Updated through January 2015 1045 4875
Percentage updated 78.1% 83.6%
Updated during the past 7 days 136 1173
Funds with positive ROR 791 2902
Average Positive ROR 5.24% 2.47%
Funds with negative ROR 254 1973
Average Negative ROR -3.01% -2.45%
Average ROR 3.24%0.48%
Highest ROR214.58%42.53%
Median ROR2.50%0.38%
Lowest ROR -18.60% -61.43%
Fund of Funds reporting 65 973