Sun, May 3, 2015
A A A
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

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. U.S. does not want hedge funds to invest in offshore re-insurers for tax purposes[more]

    Komfie Manalo, Opalesque Asia: The U.S. Treasury Department on Thursday introduced a new rule aimed at limiting hedge funds’ ability to reduce their tax bills by investing in insurance companies in offshore tax havens. As a general rule, the U.S. tax laws does not allow hedge funds to use off

  2. Ruling: Hedge funds suing Argentina can have access to bond offering details[more]

    Komfie Manalo, Opalesque Asia: U.S. District Judge Thomas Griesa in Manhattan ruled yesterday that hedge funds are entitled to details of a recent bond offering by Buenos Aires, reports

  3. SEC charges funds of hedge funds Alpha Titans, executives, and auditor for improper expense allocations[more]

    Update: Please note the important updated information at the end of the article.The Securities and Exchange Commission today announced charges against a Santa Barbara, Calif.-based hedge fund advisory firm and two executives involved in improper allocations of fund assets to pay undisclose

  4. Opalesque Exclusive: Cybersecurity and hedge funds - A manager’s experience, Part Four[more]

    Benedicte Gravrand, Opalesque Geneva: Ruane, Cunniff and Goldfarb, Inc. used to have their own IT infrastructure. Todd Ruoff, Executive Vice President in charge of trading, operations and technology, was responsible for its maintenance. Then he started looking at outsourced providers a couple of

  5. Swiss group Pictet releases first public annual and financial reports[more]

    Benedicte Gravrand, Opalesque Geneva: Pictet Group, a Swiss private bank, has just released its first public annual report and financial report since it opened for business in Geneva in 1805. I

 

banner