Fri, Nov 27, 2015
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index up +2.85% in December, +6.26% YTD 2010

Wednesday, January 12, 2011
Opalesque Industry Update - Managed futures gained 2.85% in December according to the Barclay CTA Index compiled by BarclayHedge. The Index was up 6.26% for the year.

“As investor psychology fluctuated between risk-on and risk-off during 2010, the major market sectors – equities, bonds, currencies, and commodities – alternated rallies with price declines,” says Sol Waksman, founder and president of BarclayHedge.

All eight of Barclay’s CTA indices had gains in December. The Barclay Diversified Traders Index was up 4.19%, Systematic Traders gained 3.17%, Discretionary Traders were up 1.83%, and Agricultural Traders gained 1.74%. “Renewed optimism for growth in 2011 helped to propel prices upward for equities and commodities while simultaneously depressing bond prices,” says Waksman.

There were no losing managed futures strategies in 2010. The Barclay Agricultural Traders Index was up 10.74% for the year, Diversified Traders gained 8.69%, Systematic Traders rose 6.97%, and Discretionary Traders were up 5.01%. “In spite of several sharp loss-generating price reversals, the major price moves were to the upside and provided sufficient gains to more than offset most losses,” says Waksman.

"At year-end, more than 81 percent of the CTAs tracked by BarclayHedge had generated profits for their investors.” The Barclay BTOP50 Index added 3.41% in December, giving the largest traders a 6.17% gain for 2010.

(press release)

Full performance table: Source


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. Other Voices: Hedge fund marketing and the selling cycle[more]

    By Bruce Frumerman. How long is the selling cycle now? That’s a question my financial communications and sales marketing consulting firm has been asked on a regular basis by hedge fund firm owners and sales people, ever since we opened the doors to our firm in 1987 pre-crash. Wa

  2. People - Solus Alternative Asset Management adds chief strategist from BTIG[more]

    From Daniel Greenhaus joined hedge fund manager Solus Alternative Asset Management as managing director and chief strategist. He will work closely with Chris Bondy, Solus’ chief economist, managing director and executive vice president, said Chris Pucillo, CEO and chief investmen

  3. Opalesque Roundtable: Seeding deal terms can be onerous for hedge funds[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Executives from fund of funds firms, family offices, a placement agent, a private equity firm, and an accounting firm gathered in Connecticut last month for the

  4. Opalesque Roundtable: Family offices flock to co-investment[more]

    Bailey McCann, Opalesque New York: Co-investments have been a hot topic for pension funds in recent years, as they try to move away from high fees and improve transparency. But now, family offices are more readily getting into the mix and establishing in-house deal teams, according to the delega

  5. More institutional investors invest in CTAs compared to last year despite dissatisfaction with performance[more]

    Benedicte Gravrand, Opalesque Geneva: "Despite a strong start to 2015 for CTAs in Q1, commodity market conditions have made return generation difficult for fund managers over much of the rest of the year to date," says Preqin’s November