MPI Barclay Elite Systematic Traders Index

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD
2017	-1.14%	2.22%	-1.21%	-0.41%	-0.31%	-3.01%	0.21%	1.80%	-1.68%	4.58%	-0.30%	1.32%	1.84%
2018	3.61%	-6.41%	-0.15%	0.80%	-1.85%	0.82%	-0.93%	2.93%	-0.61%	-3.17%	-1.64%	1.75%	-5.14%
2019	-1.20%	0.72%	3.33%	2.75%	-2.60%	2.62%	3.87%	2.54%	-2.21%	-2.23%	1.08%	-0.18%	8.50%
2020	0.40%	-2.09%	-2.39%	0.39%	-0.60%	-1.16%	2.62%	-0.74%	-1.34%	-0.34%	2.05%	4.87%	1.44%
2021	-0.89%	2.73%	1.10%	3.05%	2.36%	-0.80%	0.73%	0.26%	1.04%	2.58%	-3.18%*	-	9.16%*

^†Estimates performance calculated with reported data as of December-6-2021 10:50 US CST.

About the MPI Barclay Elite Systematic Traders Index

The MPI Barclay Elite Systematic Traders Index (Bloomberg Ticker MPBEST20) was constructed to capture the average return of the 20 largest systematic traders. The Index was developed to meet the demands of institutional investors seeking a more selective benchmark representative of strategies that deliver equity market diversification. It is an equal-weighted index and is rebalanced annually.

The MPI Barclay Elite Systematic Traders Index was developed in partnership with MPI. Please visit MPI's website for more information about MPI hedge fund indices.

About the MPI Barclay Elite Systematic Traders Index

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