Wed, Oct 26, 2016
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.


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. North America - Hedge-fund manager Kyle Bass says the U.S. is on track for stagflation, Billionaire hedge fund titans Dinan, Lasry on election, markets and best investment ideas[more]

    Hedge-fund manager Kyle Bass says the U.S. is on track for stagflation From Kyle Bass, founder of Hayman Capital Management, on Wednesday warned that the U.S. is headed toward so-called stagflation. Stagflation is typically described as persistently high inflation and hi

  2. David Einhorn speaks on passive investing, Mylan, his cheapest stock, the Fed[more]

    From Greenlight Capital hedge fund manager David Einhorn (Trades, Portfolio) joined nine other famed investors on Tuesday to talk about stocks at the annual Great Investors’ Best Ideas Investment Symposium in Dallas. Presenters at the annual conference typically pitch one or severa

  3. Investing - Fund set up to buy illiquid hedge fund stakes finds plenty of opportunities, Lansdowne's Roden says likes animal genetics company Genus[more]

    Fund set up to buy illiquid hedge fund stakes finds plenty of opportunities From As ValueWalk reported back in February, earlier this year Andrew Lawrence set out to raise $250 million to $500 million for a fund that will buy stakes in hedge funds that have suspended redem

  4. Other Voices: Follow the advice of investment consultants - I think not[more]

    Mark Rzepczynski, Founding Partner, Chief Investment Officer AMPHI Research and Trading, writes on Harvest Exchange: Investment consultants are a force to the reckoned with in the pension world. They advise and drive many pension decisions around the globe. Consultants literally control trillion

  5. Opalesque Roundtable: Style drift, poor communications and credibility fatigue are biggest red flags for hedge funds investors[more]

    Komfie Manalo, Opalesque Asia: Style drift, poor communications and credibility fatigue are the biggest red flags for hedge funds investors, said participants of the latest 2016 Opalesque Investor Roundtable, sponso