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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

 November ROR† Percentage
of funds
reporting†		 YTD
through November†
Barclay CTA Index 0.49%63.26%-2.05%
SUB INDICES      
Agricultural Traders Index 0.30%41.94%2.97%
Currency Traders Index 0.41%71.43%1.06%
Discretionary Traders Index 0.11%48.28%-0.22%
Diversified Traders Index 0.58%57.63%-3.47%
Fin./Met. Traders Index 0.33%69.12%0.22%
Systematic Traders Index 0.67%67.10%-1.63%

†Estimated performance for November 2013, percentage of reporting funds, and YTD calculated with reported data as of December-8-2013 03:35 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

 Dec-05-2013 ROR† MTD† YTD†
BTOP FX Index -0.52%-0.35%-2.31%
Newedge CTA Index -0.23%-1.19%-1.09%

†Estimated performance as of December-8-2013 03:35 US CST

Investable Benchmarks

 MTD thru Dec-05-2013† November ROR† YTD
BTOP50 Index -1.20%1.14%-1.16%

†Estimated performance as of December-8-2013 03:35 US CST

Barclay Hedge Fund Indices

 November ROR† Number of funds reporting† YTD
through November†
Barclay Hedge Fund Index 0.33% 1401 9.62%
SUB INDICES      
Convertible Arbitrage Index 0.00% 10 7.67%
Distressed Securities Index 1.67% 13 15.85%
Emerging Markets Index -0.80% 243 2.38%
Equity Long Bias Index 1.71% 130 19.56%
Equity Long/Short Index 1.11% 226 11.84%
Equity Market Neutral Index 0.82% 48 7.41%
Equity Short Bias Index -2.01% 2 -25.32%
European Equities Index 1.04% 45 11.53%
Event Driven Index 1.00% 44 9.92%
Fixed Income Arbitrage Index 0.00% 17 7.26%
Fund of Funds Index 3.03% 166 9.37%
Global Macro Index 1.57% 90 4.34%
Healthcare & Biotechnology Index 2.34% 22 24.98%
Merger Arbitrage Index 0.31% 23 3.34%
Multi Strategy Index 0.51% 32 7.78%
Pacific Rim Equities Index 1.07% 23 20.38%
Technology Index 0.93% 20 11.65%

†Estimated performance for November 2013, number of funds included and YTD calculated with reported data as of December-8-2013 03:35 US CST

Snapshot of Barclay Databases

As of December-8-2013 03:35 US CST

 Managed
Futures		 Hedge
Funds
Currently Active 1285 5445
Updated through November 2013 665 1661
Percentage updated 51.75% 30.51%
Updated during the past 7 days 664 1661
Funds with positive ROR 474 1237
Average Positive ROR 2.29% 2.02%
Funds with negative ROR 191 424
Average Negative ROR -1.62% -3.20%
Average ROR 1.17%0.69%
Highest ROR31.90%392.26%
Median ROR0.92%0.80%
Lowest ROR -11.64% -5120%
Fund of Funds reporting 23 173