Sun, Aug 20, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index -0.41% in January, most CTAs start 2011 in the red

Wednesday, February 16, 2011
Opalesque Industry Update - Managed futures started the year with a 0.41% loss in January according to the Barclay CTA Index compiled by BarclayHedge.

“The chief drivers of CTA performance in January were an improving economic outlook and geo-political uncertainty in the Middle East,” says Sol Waksman, founder and president of BarclayHedge.

“Unfortunately for investors, the impact of these opposing forces had disparate regional effects and created difficult crosscurrents for managers.”

All eight of Barclay’s CTA indices started 2011 in the red. The Barclay Agricultural Traders Index lost 1.02% in January, Currency Traders were down 0.68%, Financial & Metals Traders lost 0.39%, Systematic Traders slid 0.40%, and Diversified Traders were down 0.34%.

“Although equity markets in developed countries responded positively to upbeat economic forecasts, investors in developing nations worried about inflation pressures and monetary tightening,” says Waksman.

“And although bond prices declined in the US, investors decided that the improved outlook would result in a decline in business defaults and consequently bid up prices for High Yield debt securities.”

The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 1.11% in January.

Source

(press release)

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: Albright Capital puts a value lens on emerging markets[more]

    Bailey McCann, Opalesque New York: Over the past decade, investors have steadily increased investments in emerging markets private funds. Allocations to the cohort have increased from $93 billion in December 2006 to $564 billion in September 2016, according to data from research firm Preqin. Howe

  2. Comment: "Long-Term Investing": What managing drawdown risk can do to your long-term returns[more]

    Matthias Knab, Opalesque: Real Investment Advice writes on Harvest Exchange: Last week, I was having lunch with a prospective portfolio management client discussing the curre

  3. Jasper Capital International joins Hedge Fund Standards Board[more]

    Komfie Manalo, Opalesque Asia: Diversified and systematic investment firm Jasper Capital International has become the second China-based signatory to the Hedge Fund Standards Board (HFSB), an organization that brings hedge fund managers and investors together to set standards for the hedge fund i

  4. Investing - Hedge-fund honchos including David Tepper are loading up on Alibaba, Billionaire hedge fund manager Stanley Druckenmiller is betting big on the Chinese consumer, Big-name U.S. hedge funds shed healthcare stocks during the rally in second-quarter, U.S. hedge funds bearish on FAANG stocks in second-quarter, Hedge fund titan Viking Global made a $680 million bet on scandal-plagued Wells Fargo[more]

    Hedge-fund honchos including David Tepper are loading up on Alibaba From CNBC.com: David Tepper's Appaloosa Management and three other he ge funds took new stakes in Chinese e-commerce giant Alibaba in the second quarter, according to the latest quarterly filings. Appaloosa disclos

  5. FinTech - Danger: Crowdfunding on the wrong platform could force you to go public[more]

    From LinkedIn.com: Some equity crowdfunding platforms are putting startups at serious risk. Working with a platform that doesn't structure your deal appropriately could jeopardize your ability to raise future capital or worse, force you to become a public reporting company. The emergence of eq