The Barclay Group web-site provides up-to-date performance tables for the CTA (commodity trading advisor) industry.
Here is the table for the CTA industry as a whole:
From these aggregate figures, it looks like the eighties were truly the years of plenty but since then, returns have declined considerably; it’s probably a simple case of too much money chasing too few opportunities. In the UK at least, hedge funds are being marketed to the general public more aggressively than ever before, at a time when the market has really lost it’s shine.
The performance of currency traders follows a similar pattern but with negative returns over the past two years and a paltry return expected for 2007: