Wed, Aug 24, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Managed futures fall 2.06% in May, diversified traders give back 3.38%

Tuesday, June 14, 2011
Opalesque Industry Update - Managed futures lost 2.06% in May according to the Barclay CTA Index compiled by BarclayHedge. Year-to-date, the Barclay CTA Index is up 0.19%.

“An increase in margin requirements aimed at curbing speculation in silver futures was the first of several shoes to drop in May,” says Sol Waksman, founder and president of BarclayHedge.

“The debt crisis in Greece, tightening in China, and fears of a slowing US recovery were all cited as factors for the price reversals in commodities, currencies, and stock indices during the month.”

Seven of Barclay’s eight CTA indices lost ground in May. The Barclay Diversified Traders Index dropped 3.38%, Systematic Traders lost 2.93 %, Financial & Metals Traders were down 0.93%, and Currency Traders lost 0.88%.

“Diversified Traders tend to rely on portfolio diversification to mitigate certain risk factors, but were hit particularly hard when many of their trend following positions ended the month in the loss column,” says Waksman.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 2.50% in May.

Full performance tables: 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: Algorithms platform aims to target typical challenges found in quantitative hedge funds[more]

    Benedicte Gravrand, Opalesque Geneva: Last month, Quantopian received investments from Point72 Ventures, the new venture capital arm of Steven Cohen’s Point72 Asset Management.

  2. LatAm hedge funds surge in 1H to +24.4%, emerging markets assets rise[more]

    Komfie Manalo, Opalesque Asia: Hedge funds investing in Latin America posted strong gains through mid-2016, reversing declines in four of the past five years, including the last three years, to lead all areas of hedge fund performance through the first half of 2016, according to the latest HFR Em

  3. Asia - LGT Capital Partners: Alternatives set for continued rise in Asia[more]

    From Asianinvestor.net: More flows are likely into insurance-linked strategies, private equity and trend-following strategies/CTAs, given the benefits of such investments, argues LGT Capital Partners. Despite the numerous quantitative easing programs and bailouts of recent years, the quest for

  4. Opalesque Roundtable: Low and high fee investments often better than mid fee hedge funds[more]

    Komfie Manalo, Opalesque Asia: Hedge funds that charge the low and high fees stuff often provide better returns than "those sort of mid-fee investments", said Keith Haydon, chief investment officer of Man FRM. (Alternative) investment managers who charge high fees would often provide the most int

  5. Hedge fund investors pull $5.7 billion in July[more]

    From Bloomberg.com: Hedge funds suffered a third consecutive month of outflows in July as investors withdrew $5.7 billion, according to industry tracker Eurekahedge. Redemptions totaled $20.7 billion in the three months through July, with money managers betting on equities suffering $18.4 bill