Thu, Jul 28, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index up 0.96% (est.) in February (-0.13% YTD), Diversified Traders gain 1.56%

Thursday, March 17, 2011
Opalesque Industry Update – Managed futures gained 0.96% in February according to the Barclay CTA Index compiled by BarclayHedge.

“Geopolitical upheaval in the Middle East, rising commodity prices, and an on-going rally in equity markets were the main drivers of CTA returns in February,” says Sol Waksman, founder and president of BarclayHedge.

Seven of Barclay’s eight CTA indices were profitable in February. The Barclay Diversified Traders Index gained 1.56%, Systematic Traders were up 1.10%, Agricultural Traders rose 0.79%, Financial & Metals Traders gained 0.42%, and Discretionary Traders were up 0.41%.

“CTAs trading diversified portfolios were in an excellent position to profit, given that the opportunity set was spread across several different market sectors,” says Waksman.

“The S&P 500 gained 3.4 percent, and the Reuters-CRB Index increased by more than three percent led by price increases for precious metals, crude oil, cotton and cocoa.”

The Barclay Currency Traders Index slid 0.18% in February.

“Currency markets were mixed as an anticipated strengthening of the US dollar resulting from flight to safety flows failed to materialize,” says Waksman.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, gained 0.38% in February.

(press release)


Performance table : Source

BarclayHedge was founded in 1985 and actively tracks more than 6,000 hedge funds, funds of hedge funds, and managed futures programs. Each month Barclay provides updated performance rankings for 38 Hedge Fund categories and 16 CTA categories.


Bg

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: California-based manager launches long/short equity hedge fund with unique algorithm[more]

    Benedicte Gravrand, Opalesque London for New Managers: SJL Capital LLC, an investment advisory firm based in California, has launched its maiden fund, the SJL MarketDNA Hedge Fund LP. The fund, which began trading

  2. Manny Roman to move from Man to Pimco[more]

    Benedicte Gravrand, Opalesque London: Emmanuel (Manny) Roman, an investment world veteran, has been hired by PIMCO, the large US bond fund house, as chief executive officer. PIMCO's current CEO Douglas Hodge will assume a new role as managing director and senior advisor when Roman joins P

  3. Opalesque Exclusive: ArbitrOption outperforms benchmarks, up 7.18% in H1[more]

    Komfie Manalo, Opalesque Asia: Independent registered advisor ArbitrOption breezed through the tumultuous Brexit referendum and outperformed its benchmarks. ArbitrOption was up 7.18% in the first half of 2016 compared to the S&P 500 which gain

  4. Europe - European hedge funds shrink and shutter as turmoil hurts returns, Investors go bargain-hunting for U.K. property after Brexit vote, Brexit: Guidance for fund directors - what to know and what to ask[more]

    European hedge funds shrink and shutter as turmoil hurts returns From Bloomberg.com: Europe’s hedge-fund industry contracted for a sixth straight quarter as the U.K.’s decision to leave the European Union and concerns that China’s growth is slowing caused losses and forced some money man

  5. Platinum Partners starts liquidation of hedge funds following municipal union kickback scandal[more]

    Komfie Manalo, Opalesque Asia: Platinum Partners, the hedge fund in the middle of a New York City municipal union kickback investigation, is reported to be liquidating two of its funds, the New