Each month Barclay provides updated performance rankings for 39 Hedge Fund categories and 16 CTA categories.
Barclay’s Global Database contains comprehensive information on 6465 Hedge Funds, CTAs, and Fund of Funds.
Managed Futures Maintain 2008 Gains;
Barclay CTA Index Up 1.37% in May
June 18 2008
Hedge Funds Get a Lift in May;
Barclay Hedge Fund Index Up 1.91%
June 16 2008
Managed Futures Returns Mixed in April;
Barclay CTA Index Down 0.27%
May 13 2008
 |
June ROR† |
Number of funds reporting† |
YTD through June † |
|---|---|---|---|
| Barclay Hedge Fund Index | -0.62% | 384 | -1.42% |
| Hedge Fund Industry Money Under Management | |||
| SUB INDICES | |||
| Convertible Arbitrage Index | 0.13% | 19 | -2.62% |
| Distressed Securities Index | 0.51% | 4 | -1.72% |
| Emerging Markets Index | -3.58% | 53 | -8.86% |
| Equity Long Bias Index | -2.09% | 57 | -3.46% |
| Equity Long/Short Index | 0.61% | 78 | 0.30% |
| Equity Market Neutral Index | 3.11% | 17 | 5.03% |
| Equity Short Bias Index | 17.40% | 1 | 24.69% |
| European Equities Index | 0.22% | 21 | 1.52% |
| Event Driven Index | -2.97% | 6 | -3.42% |
| Fixed Income Arbitrage Index | 1.05% | 1 | -1.84% |
| Fund of Funds Index | -0.68% | 45 | -2.50% |
| Global Macro Index | 1.10% | 22 | 4.44% |
| Healthcare & Biotechnology Index | -1.73% | 7 | -5.02% |
| Merger Arbitrage Index | -1.03% | 7 | 1.16% |
| Multi Strategy Index | 0.02% | 14 | 0.29% |
| Pacific Rim Equities Index | -2.40% | 13 | -5.33% |
| Technology Index | -0.86% | 8 | -1.10% |
| †Estimated performance for June 2008, number of funds included and YTD calculated with reported data as of July-6-2008 13:30 US CST | |||
 |
June ROR† | Percentage of funds reporting† |
YTD through June† |
|---|---|---|---|
| Barclay CTA Index | 1.19% | 47.66% | 8.08% |
| CTA Industry Money Under Management | |||
| SUB INDICES | |||
| Agricultural Traders Index | 3.06% | 36.36% | 6.34% |
| Currency Traders Index | -0.14% | 40.00% | 1.30% |
| Discretionary Traders Index | 1.06% | 40.32% | 7.74% |
| Diversified Traders Index | 2.07% | 51.29% | 14.29% |
| Fin./Met. Traders Index | 0.31% | 36.04% | 3.95% |
| Systematic Traders Index | 1.58% | 48.35% | 9.24% |
| †Estimated performance for June 2008, percentage of reporting funds, and YTD calculated with reported data as of July-6-2008 13:30 US CST | |||
 |
Jul-02-2008 ROR† | MTD† | YTD† |
|---|---|---|---|
| BTOP FX Index | 0.23% | 0.05% | 2.12% |
| Newedge CTA Index (formerly Calyon Financial Barclay Index) | 0.52% | 0.81% | 9.08% |
| AlternativeEdge Short-Term Traders Index | 0.31% | 0.37% | 8.17% |
| †Estimated performance as of July-6-2008 13:30 US CST | |||
 |
MTD thru Jul-02-2008† | June ROR† | YTD |
|---|---|---|---|
| BTOP50 Index | 0.77% | 2.20% | 8.81% |
| †Estimated performance as of July-6-2008 13:30 US CST | |||