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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

March ROR† Percentage
of funds
reporting†
YTD
through March†
Barclay CTA Index -0.81%81.90%-0.80%
SUB INDICES      
Agricultural Traders Index -0.26%65.00%-1.22%
Currency Traders Index 0.31%85.54%-1.53%
Discretionary Traders Index 0.00%68.46%-0.80%
Diversified Traders Index -1.22%82.75%-0.62%
Fin./Met. Traders Index -0.92%85.14%-1.80%
Systematic Traders Index -0.88%86.97%-0.84%

†Estimated performance for March 2014, percentage of reporting funds, and YTD calculated with reported data as of April-23-2014 11:35 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

Apr-22-2014 ROR† MTD† YTD†
BTOP FX Index 0.14%-1.00%-1.60%
Newedge CTA Index 0.17%0.41%-1.69%

†Estimated performance as of April-23-2014 11:35 US CST

Investable Benchmarks

MTD thru Apr-22-2014† March ROR† YTD
BTOP50 Index 0.23%-0.08%-1.07%

†Estimated performance as of April-23-2014 11:35 US CST

Barclay Hedge Fund Indices

March ROR† Number of funds reporting† YTD
through March†
Barclay Hedge Fund Index -0.07% 3039 1.52%
SUB INDICES      
Convertible Arbitrage Index 0.60% 22 2.22%
Distressed Securities Index 0.77% 46 4.08%
Emerging Markets Index 0.48% 506 -1.14%
Equity Long Bias Index -0.30% 308 1.84%
Equity Long/Short Index -0.76% 475 1.41%
Equity Market Neutral Index 0.05% 89 1.59%
Equity Short Bias Index -2.47% 2 -4.78%
European Equities Index -0.86% 134 2.93%
Event Driven Index 0.03% 112 3.09%
Fixed Income Arbitrage Index 0.54% 38 2.44%
Fund of Funds Index -0.69% 808 0.67%
Global Macro Index -0.80% 157 -1.33%
Healthcare & Biotechnology Index -1.61% 44 9.38%
Merger Arbitrage Index -0.37% 44 1.29%
Multi Strategy Index -0.25% 83 1.61%
Pacific Rim Equities Index -0.81% 60 -2.12%
Technology Index -2.67% 31 -0.31%

†Estimated performance for March 2014, number of funds included and YTD calculated with reported data as of April-23-2014 11:35 US CST

Snapshot of Barclay Databases

As of April-23-2014 11:35 US CST

Managed
Futures
Hedge
Funds
Currently Active 1316 5549
Updated through March 2014 940 4065
Percentage updated 71.43% 73.26%
Updated during the past 7 days 80 929
Funds with positive ROR 377 1909
Average Positive ROR 2.22% 1.53%
Funds with negative ROR 563 2156
Average Negative ROR -2.49% -1.73%
Average ROR -0.60%-0.20%
Highest ROR40.60%33.74%
Median ROR-0.46%-0.11%
Lowest ROR -14.33% -22.40%
Fund of Funds reporting 43 816