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

Managed futures hold their ground in 2011; Barclay CTA Index gains 0.35% in September

Thursday, October 20, 2011
Opalesque Industry Update - Managed futures gained 0.35% in September according to the Barclay CTA Index compiled by BarclayHedge. Year-to-date, the Index is down just 0.41%.

"Operation Twist in the US, sovereign debt uncertainty in Europe, and potential slowing in China all conspired to keep volatility high and to drive investors away from risk assets," says Sol Waksman, founder and president of BarclayHedge.

Equity markets went into liquidation mode, bonds rallied, and commodity prices sold off as investors started pricing in a double-dip recession.

Five of Barclay's eight CTA indices gained ground in September. The Barclay Currency Traders Index was up 1.51%, Financial & Metal Traders gained 0.66%, and Systematic Traders added 0.21%.

Agricultural Traders lost 0.78% in September, Diversified Traders gave up 0.54%, and Discretionary Traders slid 0.25%.

"Although the gains and losses on the index level were modest in September, the actual performance among managers was widely dispersed" says Waksman.

The top performing manager returned 41 percent for the month, while the bottom manager lost 44 percent.

After three quarters, the Barclay Agricultural Traders Index is up 3.23%, Discretionary Traders have gained 2.72%, Financial & Metal Traders are up 1.48%, and the Currency Traders Index has gained 1.10%.

On the losing side, Diversified Traders are down 0.96% after nine months, and Systematic Traders have given up 0.63%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, gained 0.29% in September, but remains down 2.19% year-to-date.

(press release)

Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For more commentary or background, call 641-472-3456 or email swaksman@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.

Institutional investors, brokerage firms, and private banks worldwide utilize BarclayHedge indices as performance benchmarks for the hedge fund and managed futures industries...Full performance table: Source
PD

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: California-based manager launches long/short equity hedge fund with unique algorithm[more]

    Benedicte Gravrand, Opalesque London for New Managers: SJL Capital LLC, an investment advisory firm based in California, has launched its maiden fund, the SJL MarketDNA Hedge Fund LP. The fund, which began trading

  2. Manny Roman to move from Man to Pimco[more]

    Benedicte Gravrand, Opalesque London: Emmanuel (Manny) Roman, an investment world veteran, has been hired by PIMCO, the large US bond fund house, as chief executive officer. PIMCO's current CEO Douglas Hodge will assume a new role as managing director and senior advisor when Roman joins P

  3. HFR: Hedge funds post strong gains in mid-July as markets recover from Brexit losses[more]

    Komfie Manalo, Opalesque Asia: Hedge funds posted strong gains through mid-July as the equity markets continued the recovery from Brexit losses. The HFRX Market Directional Index gained +2.17% (+4.22% YTD) and the HFRX Global Hedge Fund Index gained +1.03% through mid-month (+0.19%

  4. News Briefs - Carlyle goes on trial for a financial-crisis meltdown, Private equity and venture capital outperformed public markets in 2015, Pippa Middleton gets engaged to hedge fund manager James Matthews[more]

    Carlyle goes on trial for a financial-crisis meltdown Carlyle Group co-founder Bill Conway was in court on this small island last week recounting one of the most bruising episodes in his private-equity firm’s history: the 2008 collapse of mortgage-bond fund Carlyle Capital Corp. Carlyle

  5. …And Finally - Two men fall off cliff playing Pokemon Go[more]

    From BizarreNews.com: Two men who fell from a seaside cliff north of San Diego told authorities they became distracted while playing augmented reality game Pokemon Go. Encinitas fire Battalion Chief Robbie Ford said one of the men fell about 50 feet down the bluff in Encinitas while the other man fe