Managed Futures represented by the Barclay Hedge BTOP50 Index. *Returns prior to Jan. 4, 1988 refer to the S&P 500 Price Index. Returns after Jan. 4, 1988 refer to the S&P 500 Total Return Index. The BTOP50 Index seeks to replicate the overall composition of the managed futures industry with regard to trading style and overall market exposure. Note: BarclayHedge is not affiliated with Barclays Bank or any of its affiliated entities; it is a privately owned Iowa corporation. Barclay BTOP50 Index. The Barclay BTOP50 Index is designed to represent the performance of CTA programs in the Barclay-Hedge database representing at least 50% of total assets in all CTA programs that are open to new investment. To qualify for inclusion in the index the program must be open to new investment, the manager must be willing The BarclayHedge CTA Index is recognized as the benchmark for managed futures industry performance and is compiled from the data in the BarclayHedge CTA Database. The quarter end figures represent estimated assets under management for the managed futures industry utilizing AUM information provided by contributing CTA managers. To view historical information please click on the respective category. The most vastly used index in the managed futures space is the S&P 500 index. The S&P 500 index is based on the market capitalizations of 500 large companies listed on the NYSE and the Nasdaq. It is one of the most commonly followed equity indices, and many consider it one of the best representations of the U.S. stock market, and a predictor for the U.S. economy.
The BTOP50 Index seeks to replicate the overall composition of the managed futures industry with regard to trading style and overall market exposure.
25 Jun 2019 The term "managed futures" refers to a 30-year-old industry made up of stocks ( based on the S&P 500 total return index) the return was 9.3% 9 hours ago The managed futures industry reversed course in February, turning from The Barclay BTOP50 Index, which tracks the performance of the We used the BTOP50 Index to measure managed futures, as it is the index with the longest history, going back to 1987. We also used the S&P 500 Index and the Next, we form a strategy that (within our framework) best explains the representative BTOP50 managed futures index (which we refer to as “momCTA”) and find
Investing in Managed Futures Indexes. Managed futures indexes include the S&P Managed. Futures Index3 provided by Standard and Poors and the BTOP50
The BarclayHedge CTA Index is recognized as the benchmark for managed futures industry performance and is compiled from the data in the BarclayHedge CTA Database. The quarter end figures represent estimated assets under management for the managed futures industry utilizing AUM information provided by contributing CTA managers. To view historical information please click on the respective category. The most vastly used index in the managed futures space is the S&P 500 index. The S&P 500 index is based on the market capitalizations of 500 large companies listed on the NYSE and the Nasdaq. It is one of the most commonly followed equity indices, and many consider it one of the best representations of the U.S. stock market, and a predictor for the U.S. economy. Assets Under Management. As of 2nd Quarter 2019, total assets under management for the hedge fund industry was $3150.7 billion, and the managed futures (CTA) industry was $324.8 billion. For historical assets under management data on the hedge fund industry, and a breakdown by sector click below.
