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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 2.75%86.73%6.77%
SUB INDICES      
Agricultural Traders Index -0.02%83.33%2.95%
Currency Traders Index 1.12%84.13%2.18%
Discretionary Traders Index 0.20%87.00%0.73%
Diversified Traders Index 3.64%89.54%9.19%
Fin./Met. Traders Index 1.78%89.06%2.12%
Systematic Traders Index 3.49%86.44%8.92%

†Estimated performance for November 2014, percentage of reporting funds, and YTD calculated with reported data as of December-19-2014 05:35 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-17-2014 ROR† MTD† YTD†
BTOP FX Index 0.90%0.33%7.91%
Newedge CTA Index 0.49%-0.89%12.80%

†Estimated performance as of December-19-2014 05:35 US CST

Investable Benchmarks

MTD thru Dec-17-2014† November ROR† YTD
BTOP50 Index -1.16%5.20%9.84%

†Estimated performance as of December-19-2014 05:35 US CST

Barclay Hedge Fund Indices

November ROR† Number of funds reporting† YTD
through November†
Barclay Hedge Fund Index 0.87% 3219 3.72%
SUB INDICES      
Convertible Arbitrage Index 0.17% 19 1.82%
Distressed Securities Index -0.61% 37 1.18%
Emerging Markets Index -0.37% 505 1.61%
Equity Long Bias Index 1.14% 327 3.45%
Equity Long/Short Index 1.19% 449 2.77%
Equity Market Neutral Index 0.84% 96 4.43%
Equity Short Bias Index -0.78% 3 -13.61%
European Equities Index 1.65% 125 1.99%
Event Driven Index 0.77% 117 1.34%
Fixed Income Arbitrage Index 0.46% 32 5.82%
Fund of Funds Index 1.27% 716 2.75%
Global Macro Index 1.76% 160 3.51%
Healthcare & Biotechnology Index 2.42% 50 19.32%
Merger Arbitrage Index 0.94% 42 -0.07%
Multi Strategy Index 1.00% 83 4.38%
Pacific Rim Equities Index 0.86% 48 1.70%
Technology Index 1.03% 40 0.29%

†Estimated performance for November 2014, number of funds included and YTD calculated with reported data as of December-19-2014 05:35 US CST

Snapshot of Barclay Databases

As of December-19-2014 05:35 US CST

Managed
Futures
Hedge
Funds
Currently Active 1343 5813
Updated through November 2014 960 4144
Percentage updated 71.48% 71.29%
Updated during the past 7 days 112 1338
Funds with positive ROR 748 3022
Average Positive ROR 4.87% 2.02%
Funds with negative ROR 212 1122
Average Negative ROR -2.49% -1.93%
Average ROR 3.24%0.95%
Highest ROR35.90%36.65%
Median ROR2.21%0.82%
Lowest ROR -18.68% -31.71%
Fund of Funds reporting 45 726