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

Barclay CTA index gains 0.16% (est.) in August (-0.51% YTD) as volatility provides profitable opportunities

Wednesday, September 21, 2011

Sol Waksman
Opalesque Industy Update – Managed futures gained 0.16% in August according to the Barclay CTA Index compiled by BarclayHedge. Year-to-date, the Index remains down 0.51%.

“Increasing volatility across global markets provided profitable opportunities for most of the major sectors,” says Sol Waksman, founder and President of BarclayHedge.

Six of Barclay’s eight CTA indices had gains in August. The Barclay Diversified Traders Index was up 1.19%, Discretionary Traders gained 0.96%, Systematic Traders added 0.60%, and the Agricultural Traders Index rose 0.57%.

“Global equity markets declined sharply as fears of Lehman redux took hold,” says Waksman.

“The rally in bond prices proved to be a boon for many traders as well.”

The Currency Traders Index had the largest loss in August, giving up 0.89%. The Index dipped into negative territory with a 0.32% loss year-to-date.

“Currency traders had the most difficulty as market sentiment moved from risk-off to risk-on and then back again.”

“Although more than 56 percent of all CTA firms reporting an August return have been profitable, only 43 percent of currency traders ended the month on the plus side.”

The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 0.39% in August.

(press release)


Performance tables: www.barclayhedge.com

BarclayHedge was founded in 1985 and actively tracks more than 6,100 hedge funds, funds of hedge funds, and managed futures programs. Each month Barclay provides updated performance rankings for 38 Hedge Fund categories, 16 CTA categories, and 7 UCITS 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. Paul Tudor’s hedge fund trims fee amidst poor performance, keep investors[more]

    Komfie Manalo, Opalesque Asia: Paul Tudor’s $11.6bn hedge fund firm Tudor Investment Corp. announced on Monday it would slash down fees of one of its biggest fund to 2.25% of assets and 25% of profits amidst backlash arising from poor performa

  2. West Virginia objects to Alpha Natural sale to hedge fund[more]

    From AP/Heraldcourier.com: West Virginia's environmental authority has filed an objection to the proposed $500 million sale of Alpha Natural Resources' assets to a hedge fund, arguing that the deal could leave the state holding hundreds of millions in reclamation liabilities. The Register-Hera

  3. Mitch Petrick leaves Carlyle as his hedge fund unit suffers losses while assets expand[more]

    Komfie Manalo, Opalesque Asia: Mitch Petrick will be leaving Carlyle Group as head of its hedge funds unit overseeing about $34bn as of March 31, after several funds under his management suffered losses while assets expanded, various media reported. Petrick joined Carlyle in 2010 and was a former

  4. Institutions - Kentucky pension leans into hedge funds amid governance turmoil, Korea's NPS names finalists for initial $1 billion hedge fund-of-funds allocation[more]

    Kentucky pension leans into hedge funds amid governance turmoil From AI-CIO.com: The Kentucky Retirement Systems moved to increase its hedge fund allocation as controversy reigned over fund leadership. Following a string of high-profile hedge fund exits, the Kentucky Retirement Systems (

  5. Fund Profile - The hedge fund that couldn't stay open long enough for a big payday[more]

    From Bloomberg.com: Toby Dodson waited six months for his bet against a fragile Portuguese bank to pay off. But before the reckoning, word came down from his hedge fund bosses at Achievement Asset Management in Chicago: get ready to clear out your desk and unwind your trades, we’re shutting down. Th