Barclay Discretionary Traders Index
An equal weighted composite of managed programs whose approach is at least 65% discretionary or judgmental. In 2008 there are 137 discretionary programs included in the index.
| 1980 | - | 1990 | 21.37% | 2000 | 2.14% |
| 1981 | - | 1991 | 4.42% | 2001 | -0.11% |
| 1982 | - | 1992 | -0.40% | 2002 | 11.08% |
| 1983 | - | 1993 | 9.49% | 2003 | 5.15% |
| 1984 | - | 1994 | 1.90% | 2004 | 8.69% |
| 1985 | - | 1995 | 4.16% | 2005 | 7.55% |
| 1986 | - | 1996 | 1.46% | 2006 | 7.62% |
| 1987 | 56.41% | 1997 | 2.62% | 2007 | 6.23% |
| 1988 | 39.81% | 1998 | -6.20% | 2008 | 8.40%† |
| 1989 | 33.61% | 1999 | 3.22% | ||
| †Estimated YTD performance for 2008 calculated with reported data as of August-28-2008 12:18 US CST | |||||
At a Glance from Jan 1987
| Compound Annual Return | 10.12% |
| Sharpe Ratio | 0.57 |
| Worst Drawdown | 10.67% |
| Correlation vs S&P 500 | 0.01 |
| Correlation vs US Bonds | 0.01 |
| Correlation vs World Bonds | 0.01 |