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

Barclay CTA Index gains 1.32% in July (-0.67% YTD)

Tuesday, August 16, 2011
Opalesque Industry Update – Managed futures gained 1.32% in July according to the Barclay CTA Index compiled by BarclayHedge. Year-to-date, the Barclay CTA Index is down 0.67%.

“A counter-intuitive bond market rally that flew in the face of rating downgrade concerns may have puzzled many traders, but trend-following CTAs were largely able to profit from the move,” says Sol Waksman, founder and President of BarclayHedge.

All of Barclay’s eight CTA indices had gains in July. The Barclay Diversified Traders Index gained 2.03%, Systematic Traders were up 1.93%, Agricultural Traders gained 1.18%, Discretionary Traders added 0.72%, Financial & Metals Traders were up 0.69%, and the Currency Traders Index gained 0.70%.

“Energy, grains, and precious and industrial metals all moved higher during the month,” says Waksman.

“In addition to helping to support commodity prices, the continued decline of the US dollar against most major currencies (excepting the Euro) provided support to currency trader portfolios in July.”

The Barclay BTOP50 Index, which measures performance of the largest CTAs, jumped 1.95%.

(press release)

Full performance tables: Source

BarclayHedge was founded in 1985 and actively tracks more than 6,000 hedge funds, funds of hedge funds, and managed futures programs.

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. Blackstone buys minority stake in New York-based credit hedge fund Marathon[more]

    Benedicte Gravrand, Opalesque Geneva: Blackstone Strategic Capital Holdings Fund, a vehicle managed by Blackstone Alternative Asset Management (BAAM), has acquired a passive, minority interest in Marathon Asset Management, for an undisclosed sum. Based in New York,

  2. Investing - Soros, Druckenmiller among hedgies profiting in market plunge, Hedge funds were most bullish on bonds since 2004 before Brexit, Surprise Brexit vote unleashes scramble for dollars, High-yield hit on Brexit but no panic selling, Scientist turned hedge fund founder lured to pound, euro, Hedge fund avoids commodities, posts big gains[more]

    Soros, Druckenmiller among hedgies profiting in market plunge From HITC.com: Bullish positions in gold and volatility and well-timed short bets on China and emerging markets, among other areas, were some of the trades that benefited hedge funds on Friday as markets digested Britons' s

  3. Manager Profile - A 26-year old hedge fund manager called Brexit — here's what he thinks about the historic vote[more]

    From Businessinsider.com: Taylor Mann is not your typical fund manager. The twenty-six year old Texas A&M graduate manages Pine Capital in Larue, Texas (population 160), where he resides with his three-year old daughter. Also atypical compared with many of the largest funds out there, Mann makes

  4. People - Mariner Investment’s co-CIO Williams to leave $5.5bn firm, IOOF hires new alternatives portfolio manager[more]

    Mariner Investment’s co-CIO Williams to leave $5.5bn firm From Bloomberg.com: Basil Williams, co-chief investment officer of Mariner Investment Group, is leaving the $5.5 billion hedge-fund firm after negotiations to renew his contract failed. Williams will stay in his role until t

  5. Hedge Fund Due Diligence Exchange offers complete due diligence reports at $1500[more]

    Matthias Knab, Opalesque: HFDDX is offering complete alternative investment due diligence reports at $1500 US. Industry professionals can simply go to www.hfddx.com and indicate their interest in sponsoring one or more DD Reports for $1500 each.