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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

September ROR† Percentage
of funds
reporting†
YTD
through September†
Barclay CTA Index 2.18%98.70%4.37%
SUB INDICES      
Agricultural Traders Index 2.63%96.77%6.25%
Currency Traders Index 1.54%93.94%0.35%
Discretionary Traders Index 1.24%95.28%1.45%
Diversified Traders Index 2.75%96.40%5.33%
Fin./Met. Traders Index 0.22%100%0.45%
Systematic Traders Index 2.10%97.13%5.11%

†Estimated performance for September 2014, percentage of reporting funds, and YTD calculated with reported data as of October-31-2014 10:25 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

Oct-30-2014 ROR† MTD† YTD†
BTOP FX Index -0.08%-0.77%2.17%
Newedge CTA Index 0.63%0.14%6.17%

†Estimated performance as of October-31-2014 10:25 US CST

Investable Benchmarks

MTD thru Oct-30-2014† September ROR† YTD
BTOP50 Index 0.05%1.87%4.43%

†Estimated performance as of October-31-2014 10:25 US CST

Barclay Hedge Fund Indices

September ROR† Number of funds reporting† YTD
through September†
Barclay Hedge Fund Index -1.18% 3869 3.10%
SUB INDICES      
Convertible Arbitrage Index -0.70% 28 2.44%
Distressed Securities Index -2.34% 53 3.62%
Emerging Markets Index -2.64% 605 1.60%
Equity Long Bias Index -2.33% 387 2.00%
Equity Long/Short Index -0.25% 547 2.07%
Equity Market Neutral Index 0.44% 108 3.34%
Equity Short Bias Index 1.42% 2 -10.95%
European Equities Index 0.49% 147 1.26%
Event Driven Index -2.51% 138 2.35%
Fixed Income Arbitrage Index 0.08% 42 5.07%
Fund of Funds Index -0.08% 1037 2.15%
Global Macro Index 0.96% 186 1.90%
Healthcare & Biotechnology Index -0.08% 57 12.96%
Merger Arbitrage Index -0.94% 51 0.42%
Multi Strategy Index -0.02% 105 3.67%
Pacific Rim Equities Index 0.50% 59 1.59%
Technology Index -0.26% 45 -2.55%

†Estimated performance for September 2014, number of funds included and YTD calculated with reported data as of October-31-2014 10:25 US CST

Snapshot of Barclay Databases

As of October-31-2014 10:25 US CST

Managed
Futures
Hedge
Funds
Currently Active 1311 5740
Updated through September 2014 1105 5146
Percentage updated 84.29% 89.65%
Updated during the past 7 days 108 656
Funds with positive ROR 713 2104
Average Positive ROR 5.10% 1.54%
Funds with negative ROR 392 3042
Average Negative ROR -3.10% -2.63%
Average ROR 2.19%-0.92%
Highest ROR182.93%76.74%
Median ROR1.06%-0.45%
Lowest ROR -58.82% -40.56%
Fund of Funds reporting 62 1050