Thu, Nov 26, 2015
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index shows managed futures gain +2.55% in April (+2.07% YTD)

Tuesday, May 17, 2011
Managed futures gained 2.55% in April according to the Barclay CTA Index compiled by BarclayHedge. Year-to-date, the Barclay CTA Index is up 2.07%.

“Investor zeal for risk was demonstrated again in April as prices for equities, non-US currencies, and commodities moved higher,” says Sol Waksman, founder and president of BarclayHedge. “A weakening US dollar and demand from Asia were driving factors.”

All eight of Barclay’s CTA indices made gains in April. The Barclay Diversified Traders Index advanced 3.46%, Systematic Traders added 3.20%, Currency Traders gained 1.64%, and the Agricultural Traders Index was up 1.07%.

“Although the Reuters-CRB Index increased by more than three percent, the gains resulted primarily from outsized price increases in inflation-linked commodities such as precious metals and energy,” says Waksman. “Industrial commodities turned in mixed performance for the month with copper losing three percent.”

The Barclay BTOP50 Index, which measures performance of the largest CTAs, gained 2.21% in April.

Click here to view 30 years of Barclay CTA Index data.

- FG

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. Investing - BlackRock targets ETF investors with flexible currency hedging, Nelson Peltz bets on General Electric Company and Mondelez International, Apple plummets to 4th place among hedge holdings, from No. 1, Top Q3 equity purchases and sales of top 50 hedge funds[more]

    BlackRock targets ETF investors with flexible currency hedging From BlackRock Inc., the world’s largest asset manager, is changing course on exchange-traded funds that protect against currency volatility. After stressing the easy switch between hedged and unhedged ET

  3. BlackRock is shutting down its Global Ascent macro fund[more]

    Komfie Manalo, Opalesque Asia: BlackRock, the world’s largest asset manager, has announced plans to shut down a macro fund, Global Ascent Fund, because of "headwinds facing the industry". The hedge fund, which makes bets on stock, bond and currency markets, will return money to investors. Ac

  4. 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

  5. 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