Wed, May 27, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Managed futures hold ground in November, Barclay CTA Index up 0.11% (-3.09%)

Friday, December 16, 2011
Opalesque Industry Update – Following a 1.50% drop in October, managed futures gained 0.11% in November according to the Barclay CTA Index compiled by BarclayHedge. Year-to-date, the Index remains down 3.09%.

“In spite of a gut-wrenching reversal from risk-off to risk-on in the last three days of the month, CTAs were mostly in the black at month-end,” says Sol Waksman, founder and president of BarclayHedge.

Six of Barclay’s eight CTA indices were profitable in November. The Currency Traders Index gained 1.09%, Discretionary Traders were up 0.28%, Financial & Metal Traders gained 0.23%, and Systematic Traders added 0.09%.

“For much of November the US Dollar gained ground against most other currencies based on its perceived ‘safe-haven’ status,” says Waksman.

On the losing side in November, Diversified Traders were down 0.29%, and Agricultural Traders slipped 0.07%.

“Commodity markets traded lower as measured by a nearly two percent decline in the Reuters/CRB Index,” says Waksman. “Prices for gold and crude oil bucked the trend and rose during the month.”

The Diversified Traders Index is down 5.36% year-to-date. 2011 will be only the third losing year for Diversified Traders versus 22 years of gains since BarclayHedge began tracking their performance in 1987.

The largest CTAs, as measured by the Barclay BTOP50Index, gained 0.06% in November. The BTOP50 is now down 4.02% in 2011.

Click here to view 30 years of Barclay CTA Index data.

(press release)

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. Performance tables: Source

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. News Briefs - Ergen says LightSquared plan unfairly favors hedge funds, Why hedge fund managers make good advisory clients, I learned a lot about dad-bros after spending 4 days in Vegas with 2,000 hedge funders[more]

    Ergen says LightSquared plan unfairly favors hedge funds LightSquared Inc.’s bankruptcy plan gives hedge funds that invested in the broadband company a leg up while blocking telecommunications firms from competing with it, a fund owned by Dish Network Corp. Chairman Charles Ergen said in

  2. Opalesque Exclusive: SEC approves proposed changes to Form ADV, '40 Act - comment period to follow[more]

    Bailey McCann, Opalesque New York: Hedge funds and providers of liquid alternatives will want to pay close attention to proposed reforms approved by the SEC yesterday. The changes will require more frequent reporting, as well as a closer look into social media, liquid alternative strategies, and

  3. Investing - Hedge funds buy swathes of foreclosed subprimes, force up rents, float rent-bonds, Hedge funds buy Actavis, Valeant. ETFs join the party, The most loved biotechs of big hedge funds, Stocks to buy ... according to hedge funds, Atlantic City bond offering attracts hedge funds as buyers, Okumus Fund Management discloses huge new Ascent Capital Group stake[more]

    Hedge funds buy swathes of foreclosed subprimes, force up rents, float rent-bonds From Boingboing.com: When a giant hedge fund is bidding on all the foreclosed houses in a poor neighborhood, living humans don't stand a chance -- but that's OK, because rapacious investors make great landl

  4. Institutions - Institutional investors turn to real estate, planes, Assets at Boston’s five biggest family nonprofits rise to $3.5bn[more]

    Institutional investors turn to real estate, planes From Joins.com: The National Pension Service and domestic emerging market specialists who did not know where to invest in a low interest rate environment are turning to other investments like the blue-chip real estate market abroad.

  5. Opalesque Exclusive: A lot of hedge fund investors are beginning to recognise the need for ongoing cyber threats monitoring[more]

    Benedicte Gravrand, Opalesque Geneva: Corporate Resolutions Inc. recently formed a strategic partnership with iThreat Cyber Group. The two companies have worked together for years, assisting clients when challenging

 

banner