Global Macro Index

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD
2019	1.80%	0.52%	1.26%	0.92%	-0.02%	2.10%	0.36%	1.43%	-1.05%	-0.24%	-0.33%	0.80%	7.76%
2020	0.42%	-1.26%	-3.24%	3.47%	1.52%	0.66%	3.56%	1.40%	-1.25%	-1.15%	1.99%	3.78%	10.06%
2021	0.52%	2.27%	1.51%	2.18%	1.78%	-0.78%	-0.22%	0.75%	-0.63%	0.09%	-1.18%	2.29%	8.79%
2022	0.65%	1.49%	4.92%	0.24%	-0.19%	-2.49%	1.49%	0.79%	-1.06%	0.84%	0.15%	-0.34%	6.51%
2023	1.61%	-0.88%	-0.48%	-0.18%^§	-0.57%^†	-	-	-	-	-	-	-	-0.51%*

^†Estimated performance for May 2023 calculated with reported data from 14 funds.
^§Estimated performance for April 2023 calculated with reported data from 121 funds.
^*All estimates and 2023 YTD amounts are calculated with reported data as of June-2-2023 04:30 US CST.

About the Global Macro Index

Global Macro managers carry long and short positions in any of the world’s major capital or derivative markets. These positions reflect their views on overall market direction as influenced by major economic trends and or events. The portfolios of these funds can include stocks, bonds, currencies, and commodities in the form of cash or derivatives instruments. Most funds invest globally in both developed and emerging markets.

The Barclay Global Macro Index is recalculated and updated real-time on this page as soon as the monthly returns for the underlying funds are recorded. Only funds that provide us with net returns are included in the index calculation. The number of funds that are currently included in the calculations for the most recent months can be found in the footnotes above. Please note that the calculation for the number of funds is time-stamped and that the number of funds will continue to increase until all funds categorized within the sector have reported monthly returns.

About the Global Macro Index

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