Sat, Sep 5, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index loses 1.08% (est) in November (+3.77% YTD)

Tuesday, December 14, 2010
Opalesque Industry Update - Managed futures lost 1.08% in November according to the Barclay CTA Index compiled by BarclayHedge. The Index remains up 3.77% for the year.

“As concern mounted regarding the possibility of inflation in China, war in Korea, and the dissolution of the Euro, investors decreased their risk exposures,” says Sol Waksman, founder and president of BarclayHedge.

Seven of Barclay’s eight CTA indices lost ground in November. The Barclay Agricultural Traders Index was down 1.87%, Financial & Metals Traders lost 1.56%, Diversified Traders were down 1.53%, and Systematic Traders slid 1.13%.

“Price declines in global equities, long bonds, base metals, grains, and the Euro caught investors off balance and led to losses,” says Waksman.

The Barclay Currency Traders Index held its ground with a 0.08% gain in November.

“Traders able to reverse Euro exposure during the month kept losses to a minimum, while more nimble players made some money,” says Waksman.

The Barclay BTOP50 Index, which monitors performance of the largest traders, fell 2.09% in November, nearly double the loss of the Barclay CTA Index. The BTOP50 is still up 4.21% year-to-date.

(press release)

Source

kb

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Opalesque Exclusive: New Detroit-based CTA seeks to take advantage of coming volatility[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: An emerging manager has just set up his one-man shop in the city of Detroit. Synchronicity Futures,

  2. Opalesque Exclusive: When the SEC calls, fund managers need to get out of their own way[more]

    Bailey McCann, Opalesque New York: New pressure is hitting alternative investment funds from all angles. So far this month both hedge fund and private equity players have seen enforcement actions, and subsequent fines over fees, disclosures, and misleading statements. Citi one of the biggest

  3. Fortress hedge fund manager David Dredge says markets trouble on the way[more]

    From AFR.com: David Dredge of global hedge fund Fortress has built a career studying, predicting and protecting against the world's major financial crises. The recent convulsions in global sharemarkets are "just the beginning" of a painful adjustment as money drains from the emerging market economie

  4. North America - Puerto Rico agency plans talks with hedge fund creditors[more]

    From WSJ.com: Puerto Rico’s Government Development Bank is planning to begin confidential debt-restructuring talks with hedge funds that own its bonds as early as next week, said a person familiar with the matter. The parties are set to discuss a plan under which the investors would lend additional

  5. Launches - BlackRock’s McKenna starts hedge fund with $270m, Ex-BlueBay fund managers Phillips, Fayman to launch hedge fund in 2016, Dallas lawyer, Wall Street-savvy doctor team up to form biotech-focused hedge fund[more]

    BlackRock’s McKenna starts hedge fund with $270m From Bloomberg.com: BlackRock Inc. has started an event-driven hedge fund one year after hiring Harvard Management Co.’s Mark McKenna to run the strategy. Global Event Partners, which seeks to profit from corporate events such as takeovers

 

banner