Wed, May 22, 2013
A A A
Welcome Guest
Free Trial RSS
New! Family Office and Investor Database with 11,750 contacts
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   |   
Banner
Today's Exclusives Today's Other Voices Banner More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Performance – Chenavari Investment holds off U.S. dominance to crack big league of top hedge fund performers, BlueCrest credit hedge fund makes gains despite European short bias, Sensato Asia-Pacific Fund up 15% YTD, says Japanese stock valuations are no longer attractive, ETF that follows hedge fund gurus is up 52% since inception less than a year ago[more]

    Chenavari Investment holds off U.S. dominance to crack big league of top hedge fund performers From Cityam.com: A boutique London-based hedge fund has smashed into the top three best performing funds in the world this year, breaking the dominance of US hedge fund managers, according to a

  2. Opalesque Exclusive: New research examines quantitative trend following as an equity risk hedge[more]

    Bailey McCann, Opalesque New York: New research from Nigol Koulajian founder and CIO, and Paul Czkwianianc, Head of Research at Quest Partners, a New York-based systematic fund, looks at how quantitative trend following could be used

  3. Fund Profile – Brazil’s Vinci sets sights on global partners[more]

    From eFinancialnews.com: Two years ago, Brazilian asset manager Vinci Partners decided to diversify its investments overseas. About 95% of its money was invested in Brazil. It set up an office in New York, formed Vinci USA as an incubator for emerging hedge fund managers and hired as its US chief ex

  4. Other Voices: Three 'game changers’ have limited contagion in European markets[more]

    This piece was authored by Melanie Rijkenberg, CFA, Associate Director, Pacific Alternative Asset Management Company Europe LLP. Since the start of the year we have seen a clear de-correlation in global markets and most n

  5. A hard asset niche fund that focuses on grain-based commodity arbitrage: A fund structure has been wrapped around a trading strategy that identifies structural inefficiencies within the grain complex - applies logistics to capture arbitrage opportunities. Initially will focus on the CIS markets