Indices Report

The Indices Report delivers a historical perspective on the winners and losers in all ten BarclayHedge indices covering the managed futures/CTA landscape:

Barclay Agricultural Traders Index

An equal weighted composite of managed programs that trade agricultural markets, e.g. grains, meats, foods.
Barclay BTOP50 Index

This index seeks to replicate the overall composition of the managed futures industry in terms of trading style and overall market exposure.
Barclay CTA Index

The Barclay CTA Index is a leading industry benchmark of representative performance of commodity trading advisors.
Barclay Currency Traders Index

An equal weighted composite of managed programs that trade currency futures and/or cash forwards in the inter bank market.
Barclay Cryptocurrency Traders Index

The index is simply the arithmetic average of the net returns of all the programs in the Barclay database that have reported that month.

Barclay Discretionary Traders Index

An equal weighted composite of managed programs whose approach is at least 65% discretionary or judgmental.
Barclay Financials & Metals Traders Index

An equal weighted composite of managed programs that trade primarily financial or financial and metals.
Barclay Systematic Traders Index

An equal weighted composite of managed programs whose approach is at least 95% systematic.
Barclay Diversified Traders Index

An equal weighted composite of managed programs that trade a diversified portfolio.
MPI Barclay Elite Systematic Traders Index

This index was constructed to capture the average return of the 20 largest systematic traders.

The monthly report, delivered via email in Microsoft Excel format, lets you compare monthly, quarterly, year-to-date and 12-month performance of these crucial managed futures categories.

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