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Barclay Financial & Metals Traders Index

An equal weighted composite of managed programs that trade primarily financial or financial and metals. In 2007 there are 133 financial/metals programs included in the index.

1980 - 1990 22.31% 2000 3.38%
1981 - 1991 16.50% 2001 7.10%
1982 - 1992 4.34% 2002 12.58%
1983 - 1993 8.75% 2003 9.60%
1984 - 1994 -4.70% 2004 -0.15%
1985 - 1995 12.91% 2005 1.74%
1986 - 1996 9.84% 2006 1.38%
1987 99.34% 1997 5.58% 2007 7.18%
1988 14.71% 1998 11.27% 2008 10.35%
1989 26.64% 1999 -4.52% 2009 0.60%
Estimated YTD performance for 2010 calculated with reported data as of March-14-2010 17:49 US CST

At a Glance from Jan 1987

Compound Annual Return 13.40%
Sharpe Ratio 0.81
Worst Drawdown 11.14%
Correlation vs S&P 500 -0.20
Correlation vs US Bonds 0.32
Correlation vs World Bonds 0.34