Wed, Nov 25, 2015
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.


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 - BlackRock targets ETF investors with flexible currency hedging, Nelson Peltz bets on General Electric Company and Mondelez International, Apple plummets to 4th place among hedge holdings, from No. 1, Top Q3 equity purchases and sales of top 50 hedge funds[more]

    BlackRock targets ETF investors with flexible currency hedging From BlackRock Inc., the world’s largest asset manager, is changing course on exchange-traded funds that protect against currency volatility. After stressing the easy switch between hedged and unhedged ET

  2. Chicago-based Achievement A. M. is shutting down hedge fund following losses[more]

    Komfie Manalo, Opalesque Asia for New Managers: Achievement Asset Management, a Chicago-based hedge fund firm, has announced it is closing down its hedge fund operation following losses on energy market bets this ye

  3. Lyxor Hedge Fund Index up 0.1% (+0.4% YTD) as global macro and CTAs outperform[more]

    Komfie Manalo, Opalesque Asia for New Managers: Global macro and CTAs outperformed the hedge fund space and delivered positive returns last week amidst difficult market conditions, with the Lyxor Hedge Fund Index up

  4. BlackRock is shutting down its Global Ascent macro fund[more]

    Komfie Manalo, Opalesque Asia: BlackRock, the world’s largest asset manager, has announced plans to shut down a macro fund, Global Ascent Fund, because of "headwinds facing the industry". The hedge fund, which makes bets on stock, bond and currency markets, will return money to investors. Ac

  5. Opalesque Roundtable: Seeding deal terms can be onerous for hedge funds[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Executives from fund of funds firms, family offices, a placement agent, a private equity firm, and an accounting firm gathered in Connecticut last month for the