Mon, Nov 24, 2014
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. Investing - George Soros puts $500m of his money on Bill Gross, Soros, Paulson backed Hispania Activos mulls Realia takeover, Ex-Credit Suisse trader’s hedge fund sees yen shorts as crowded, Hedge hunters double default-swaps as views split, Large hedge fund positions come under pressure, Vikram Pandit's fund picks 50% stake in JM Financial's realty lending arm for $87m[more]

    George Soros puts $500m of his money on Bill Gross From WSJ.com: Before Bill Gross was fully settled in at his new firm, Janus Capital Group Inc., he received an unlikely visit from the chief investment officer of famed investor George Soros ’s firm, according to a person familiar with t

  2. Regulatory - Stringent rules for hedge funds make the financial system fragile[more]

    From FT.com: …It is one thing to impose a regulatory burden when there is a clear need to do so. Banks are underwritten by taxpayers via deposit insurance as well as the too-big-to-fail safety net; they need to be reined in, and if they shrink as a result, that may be welcome. But it is another thin

  3. Investing - Apple: Hedge funds are crazy about it, Greenlight Capital took stake in Citizens Financial after IPO, Tiger Global added to Hertz, exited Dollar General last quarter, Oberweis sells NQ Mobile stake as Valiant adds shares, Whitney Tilson sticks to losing bet on MagicJack shares, Brigade Capital backs €90m Quinn sale[more]

    Apple: Hedge funds are crazy about it From Techinsider.net: Apple Inc. is still the most popular stocks among hedge funds. According to a recent report by hedge fund tracking site Insider Monkey, more than one out of 5 hedge funds are invested in Apple Inc. At the moment there are

  4. Greenlight Re CEO says hedge fund reinsurance strategy buzz is validating[more]

    From Artemis.bm: The attention being paid to the hedge fund reinsurance business model and the fact that others are now looking to leverage bits of it within their own strategies, is validating for reinsurer Greenlight Capital Re, according to CEO Bart Hedges. There has been an increasing buzz

  5. Legal - Hedge fund manager fights £8m tax tribunal ruling[more]

    From FT.com: A hedge fund manager who may have to repay £8m in tax is trying to overturn a tribunal ruling that found he had attempted to shelter millions in an avoidance scheme. Patrick Degorce, chief investment officer at Theleme Partners, lost a tax tribunal case last year. HM Revenue & Customs c