Tue, Jun 30, 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 systematic strategy managed alongside research firm outperforms S&P500[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: An emerging CTA manager explains how he runs his strategy, which is based on an index produced by a research firm. Peter Turk is head of

  2. Larry Robbins' hedge fund Glenview buys 1m Tenet Healthcare shares[more]

    Komfie Manalo, Opalesque Asia: Glenview Capital Management said it bought an additional 979,482 shares at Tenet Healthcare Corp valued at $53.80 million, raising its stakes in the healthcare services company to 15.16%, reported

  3. Hedge funds panic over Greece[more]

    Komfie Manalo, Opalesque Asia: Some investors are in panic mode as Greek Prime Minister Alexis Tsipras announced Sunday night that the banks and the stock market would be closed Monday, said

  4. Alternative investment industry could grow to $13.6tln in five years[more]

    Komfie Manalo, Opalesque Asia: Leading auditing and advisory group PwC said that the global alternative investment industry, which includes hedge funds, private equity and real assets, is set to increase to $13.6tln within the next five years. "Be

  5. Qbasis gets $200m-plus investment in 'black swan' hedge fund[more]

    From Reuters.com: A hedge fund that more than doubled clients' money during the 2008 financial crisis has attracted more than $200 million from an investor aiming to cash in on fresh ructions in global markets. Qbasis Invest has secured the investment from Britain's Omada Capital, Florian Wagner, wh

 

banner