barclay-managed-funds-report-2q-19

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Barclay Managed Funds Report

BARCLAY MANAGED FUNDS REPORT

TOP 20 CTA PERFORMERS PAST FIVE YEARS 5-Yr Comp. Annual Return

Trading Advisors

t o

Disclaimer

N

Sharpe Ratio

r fo

Largest Draw Down

% Winning Months

t in

Best 12-Mo. Period

Worst 12-Mo. Period

Assets Under Mgmt. ($)

e R

r p

Past results are not necessarily indicative of future results. Trading in commodity futures and options is speculative in nature and involves the risk of loss of one’s entire investment or more. Prior to investing with any CTA, please read carefully the CTA’s disclosure document.

Barclay Managed Funds Report (641) 472-3456 www.BarclayHedge.com


Barclay Managed Funds Report

3-Yr Comp. Annual Return

Trading Advisors

t o

Disclaimer

N

Sharpe Ratio

r fo

Largest Draw Down

% Winning Months

t in

Best 12-Mo. Period

Worst 12-Mo. Period

Assets Under Mgmt. ($)

r p

e R

Past results are not necessarily indicative of future results. Trading in commodity futures and options is speculative in nature and involves the risk of loss of one’s entire investment or more. Prior to investing with any CTA, please read carefully the CTA’s disclosure document.

Ad Space BarclayHedge, Ltd.

www.BarclayHedge.com

(641) 472–3456


Barclay Managed Funds Report

YTD Return

Trading Advisors

t o

* Note:

N

Sharpe Ratio

r o f

Largest Draw Down

Starting Date

t in

Best 12-Mo. Period

Worst 12-Mo. Period

Assets Under Mgmt. ($)

r p

e R

Ad Space BarclayHedge, Ltd.

www.BarclayHedge.com

(641) 472–3456


Barclay Managed Funds Report

TOP 10 – CONVERTIBLE ARBITRAGE – PAST THREE YEARS 3-Yr Comp. Annual Return

Fund Name

Sharpe Ratio

Corr. vs. S&P 500

Starting Date

t n i pr

Last 12-Mo. Period

Largest Draw Down

Assets Under Mgmt. ($)

e R or

f t No

TOP 10 – DISTRESSED SECURITIES – PAST THREE YEARS 3-Yr Comp. Annual Return

Fund Name

Corr. vs. S&P 500

Sharpe Ratio

Starting Date

t n i r p

Last 12-Mo. Period

Largest Draw Down

Assets Under Mgmt. ($)

e R or

f ot

N

TOP 10 – EMERGING MARKETS ASIA – PAST THREE YEARS Fund Name

3-Yr Comp. Annual Return

Sharpe Ratio

Corr. vs. S&P 500

Starting Date

t n i r p

Last 12-Mo. Period

Largest Draw Down

Assets Under Mgmt. ($)

e R or

f t o N BarclayHedge, Ltd.

www.BarclayHedge.com

(641) 472–3456


Barclay Managed Funds Report

TOP 10 – EMERGING MARKETS E. EUROPE – PAST THREE YEARS 3-Yr Comp. Annual Return

Fund Name

Sharpe Ratio

Corr. vs. S&P 500

Starting Date

t n i r p

Last 12-Mo. Period

Largest Draw Down

Assets Under Mgmt. ($)

e R or

f t o N

TOP 10 – EMERGING MARKETS GLOBAL – PAST THREE YEARS 3-Yr Comp. Annual Return

Fund Name

Corr. vs. S&P 500

Sharpe Ratio

Starting Date

t n i pr

Last 12-Mo. Period

Largest Draw Down

Assets Under Mgmt. ($)

Largest Draw Down

Assets Under Mgmt. ($)

e R or

f t No

TOP 10 – EQUITY LONG/SHORT – PAST THREE YEARS 3-Yr Comp. Annual Return

Fund Name

Sharpe Ratio

BarclayHedge, Ltd.

Starting Date

t n i r p

Last 12-Mo. Period

e R or

f ot

N

Corr. vs. S&P 500

www.BarclayHedge.com

(641) 472–3456


Barclay Managed Funds Report

TOP 10 – EQUITY LONG BIASED – PAST THREE YEARS 3-Yr Comp. Annual Return

Fund Name

Sharpe Ratio

Corr. vs. S&P 500

Starting Date

t n i pr

Last 12-Mo. Period

Largest Draw Down

Assets Under Mgmt. ($)

Largest Draw Down

Assets Under Mgmt. ($)

e R or

f t No

TOP 10 – EQUITY LONG ONLY – PAST THREE YEARS 3-Yr Comp. Annual Return

Fund Name

Corr. vs. S&P 500

Sharpe Ratio

Starting Date

t n i r p

Last 12-Mo. Period

e R or

f ot

N

TOP 10 – EQUITY MARKET NEUTRAL – PAST THREE YEARS Fund Name

3-Yr Comp. Annual Return

Sharpe Ratio

Corr. vs. S&P 500

Starting Date

t n i r p

Last 12-Mo. Period

Largest Draw Down

Assets Under Mgmt. ($)

e R or

f t o N BarclayHedge, Ltd.

www.BarclayHedge.com

(641) 472–3456


Barclay Managed Funds Report

TOP 10 – EVENT DRIVEN – PAST THREE YEARS 3-Yr Comp. Annual Return

Fund Name

Sharpe Ratio

Corr. vs. S&P 500

Starting Date

t n i r p

Last 12-Mo. Period

Largest Draw Down

Assets Under Mgmt. ($)

Largest Draw Down

Assets Under Mgmt. ($)

e R or

f t o N

TOP 10 – FIXED INCOME – PAST THREE YEARS 3-Yr Comp. Annual Return

Fund Name

Corr. vs. S&P 500

Sharpe Ratio

Starting Date

t n i r p

Last 12-Mo. Period

e R or

f t No

TOP 10 – FIXED INCOME ARBITRAGE – PAST THREE YEARS 3-Yr Comp. Annual Return

Fund Name

r o tf

No BarclayHedge, Ltd.

Sharpe Ratio

Corr. vs. S&P 500

Starting Date

t n i r p

Last 12-Mo. Period

Largest Draw Down

Assets Under Mgmt. ($)

e R

www.BarclayHedge.com

(641) 472–3456


Barclay Managed Funds Report

TOP 10 – FIXED INCOME HIGH YIELD – PAST THREE YEARS Fund Name

3-Yr Comp. Annual Return

Sharpe Ratio

Corr. vs. S&P 500

Starting Date

t n i r p

Last 12-Mo. Period

Largest Draw Down

Assets Under Mgmt. ($)

e R or

f t No

TOP 10 – FOFS GREATER THAN $250M – PAST THREE YEARS Fund Name

3-Yr Comp. Annual Return

Corr. vs. S&P 500

Sharpe Ratio

Starting Date

t n i r p

Last 12-Mo. Period

Largest Draw Down

Assets Under Mgmt. ($)

e R or

f t o N

TOP 10 – FOFS LESS THAN $250M – PAST THREE YEARS Fund Name

3-Yr Comp. Annual Return

Sharpe Ratio

Corr. vs. S&P 500

Starting Date

t n i pr

Last 12-Mo. Period

Largest Draw Down

Assets Under Mgmt. ($)

e R or

f t No BarclayHedge, Ltd.

www.BarclayHedge.com

(641) 472–3456


Barclay Managed Funds Report

TOP 10 – MACRO – PAST THREE YEARS Fund Name

3-Yr Comp. Annual Return

Sharpe Ratio

Corr. vs. S&P 500

Starting Date

t n i r p

Last 12-Mo. Period

Largest Draw Down

Assets Under Mgmt. ($)

Largest Draw Down

Assets Under Mgmt. ($)

Largest Draw Down

Assets Under Mgmt. ($)

e R or

f t No

TOP 10 – MERGER ARBITRAGE – PAST THREE YEARS Fund Name

3-Yr Comp. Annual Return

Corr. vs. S&P 500

Sharpe Ratio

Starting Date

t n i r p

Last 12-Mo. Period

e R or

f t No

TOP 10 – MULTI STRATEGY – PAST THREE YEARS Fund Name

3-Yr Comp. Annual Return

Sharpe Ratio

Corr. vs. S&P 500

Starting Date

t n i r p

Last 12-Mo. Period

e R or

f t No BarclayHedge, Ltd.

www.BarclayHedge.com

(641) 472–3456


Barclay Managed Funds Report

TOP 10 – SECTOR ENERGY – PAST THREE YEARS Fund Name

3-Yr Comp. Annual Return

Sharpe Ratio

Corr. vs. S&P 500

Starting Date

t n i r p

Last 12-Mo. Period

Largest Draw Down

Assets Under Mgmt. ($)

Largest Draw Down

Assets Under Mgmt. ($)

Largest Draw Down

Assets Under Mgmt. ($)

e R or

f t No

TOP 10 – SECTOR OTHER – PAST THREE YEARS Fund Name

3-Yr Comp. Annual Return

Corr. vs. S&P 500

Sharpe Ratio

Starting Date

t n i r p

Last 12-Mo. Period

e R or

f t No

TOP 10 – SECTOR TECHNOLOGY – PAST THREE YEARS Fund Name

3-Yr Comp. Annual Return

Sharpe Ratio

Corr. vs. S&P 500

Starting Date

t n i r p

Last 12-Mo. Period

e R or

f t No BarclayHedge, Ltd.

www.BarclayHedge.com

(641) 472–3456


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