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BarclayHedge Indices

BarclayHedge is dedicated to serving institutional clients worldwide in the field of hedge fund and managed futures performance measurement and portfolio management. BarclayHedge, formerly known as The Barclay Group, was founded in 1985, and consists of a team of research specialists, programmers, and data admin personnel experienced in alternative investments. The Barclay Indices are recalculated and updated real-time as soon as the monthly returns for the underlying funds are recorded. The calculation for each index, as well as the number of funds included in the calculation, is time-stamped. The number of funds included in the calculation increases until all funds categorized within the sector have reported monthly returns. The BTOP50 Index seeks to replicate the overall composition of the managed futures industry with regard to trading style and overall market exposure. The BTOP50 employs a top-down approach in selecting its constituents. The index portfolio is equally weighted among the selected programs at the beginning of each calendar year and re-balanced annually.

Key Features and Coverage at RIMES

For this data source, RIMES hosts approximately 35 Indices and 96 Funds.

Index coverage includes:

  • Barclays Hedge BTOP 50, BTOP FX Index, CTA Index, and Traders indices (Currency, Agricultural, Diversified, Discretionary, Systematic…) etc.

Some of the index items available include:

  • Daily Return/DR Latest/DR Revised Value
  • Database Domain Code/Source/Symbol
  • Description
  • Month to Date Total Return/Estimated Value/Final Value/Latest Value/Revised Value
  • Total Return/TR Latest/ TR Revised Value

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