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

Barclay CTA Index gains 0.05% in January, seven of eight sectors start year in the black

Wednesday, February 15, 2012
Opalesque Industry Update – Managed futures gained 0.05% in January according to the Barclay CTA Index compiled by BarclayHedge.

“CTAs have gotten off to a slow start in 2012,” says Sol Waksman, founder and president of BarclayHedge.

“Even though seven of Barclay’s eight CTA indices had positive returns in January, the overall performance was basically flat.”

The Currency Traders Index gained 0.69%, Discretionary Traders were up 0.25%, Financial & Metals Traders gained 0.24%, and Agricultural Traders added 0.16%.

However, a 0.13% loss in the Barclay Diversified Traders Index brought down the overall average of the Barclay CTA Index. Since Diversified Traders make up a larger percentage of the CTA database, a loss in that index can cancel out gains in other strategies.

“Although various market segments such as equities, precious metals, and gasoline performed well during the month, there were enough losses in other corners of a diversified portfolio that drove returns into the loss column for the sector,” says Waksman.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, gained 0.23% in January.

Click here to view 32 years of Barclay CTA Index data.

(press release)

BarclayHedge was founded in 1985 and actively tracks more than 6,200 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.

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. Performance - Hedge fund ETFs take a battering, Have long-short credit funds delivered?[more]

    Hedge fund ETFs take a battering From ETFStrategy.co.uk: It was a blow for the hedge fund world when Hillary Clinton’s son-in-law Marc Mezvinsky announced he would be closing his Greek-focused fund after it plummeted in value by 90%, just two years after it launched. For passive investor

  2. Ares Capital to buy American Capital in $3.4 billion deal[more]

    From PIOnline.com: Ares Management's business development company Ares Capital Corp. is buying troubled BDC American Capital for $3.43 billion, said a joint news release by the BDCs and another release by Ares Management. Ares Capital Corp.'s assets are expected to grow to about $13.2 billion when t

  3. Launches - Man Group and American Beacon launch new emerging debt fund, Nikko AM launches new Japan equity UCITS fund[more]

    Man Group and American Beacon launch new emerging debt fund American Beacon Advisors, an experienced provider of investment advisory services to institutional and retail markets, launched the American Beacon GLG Total Return Fund today. The Fund became effective May 20. The America

  4. Emerging markets hedge funds perform strongly, but capital base erodes[more]

    Komfie Manalo, Opalesque Asia: Latin American Emerging Markets and Russian hedge funds lead industry gains in the first months of 2016, posting strong performances through April as global and EM equity, commodity and currency markets surged in recent weeks following steep losses to begin the year

  5. Americas - Australian banks sending U.S. hedge funds broke, Ryan Puerto Rico ‘rescue’ bill could be windfall for hedge funds[more]

    Australian banks sending U.S. hedge funds broke From SMH.com.au: US hedge funds are not having the best of years. Profits are hard to find, they're underperforming and the punters are losing patience, withdrawing US$15 billion ($20.8 billion) in the March quarter. They're expected to wit