Barclay UCITS CTA Index

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD
2016	-3.48%	-0.17%	2.75%	0.64%	0.70%	-0.47%	2.56%	0.75%	0.28%	0.15%	-0.47%	1.29%	4.47%
2017	1.15%	1.52%	0.79%	0.77%	0.75%	-0.13%	0.97%	0.54%	0.86%	1.39%	-0.16%	0.56%	9.37%
2018	1.79%	-1.48%	-1.17%	0.82%	0.30%	-0.98%	0.74%	-0.73%	-0.19%	-3.70%	0.00%	-2.61%	-7.10%
2019	3.52%	1.34%	0.84%	1.25%	-2.09%	2.34%	0.85%	-0.83%	0.54%	0.60%	0.99%	1.44%	11.25%
2020	-0.13%	-2.24%^§	-3.75%^†	-	-	-	-	-	-	-	-	-	-6.02%*

^†Estimated performance for March 2020 calculated with reported data from 88 funds.
^§Estimated performance for February 2020 calculated with reported data from 115 funds.
^*All estimates and 2020 YTD amounts are calculated with reported data as of April-9-2020 15:50 US CST.

About the Barclay UCITS CTA Index

The Barclay UCITS CTA Index is a measure of the average return of all UCITS compliant CTA programs in the Barclay database. The index is simply the arithmetic average of the net returns of all the programs that have reported that month.

The Barclay UCITS CTA Index is recalculated and updated real-time on this page as soon as the monthly returns for the underlying programs are recorded. Only programs that provide us with net returns are included in the index calculation. The number of programs 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 programs is time-stamped and that the number of programs will continue to increase until all programs have reported monthly returns.

About the Barclay UCITS CTA Index

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