Tue, Sep 2, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index Adds 0.95% in February; managed futures gain momentum in 2012

Tuesday, March 20, 2012
Opalesque Industry Update: Managed futures gained 0.95% in February according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 1.10% year-to-date.

“Rising prices for global equities and commodities coupled with falling bond prices and U.S. dollar weakness provided adequate opportunities for CTAs to add to profits in February,” says Sol Waksman, founder and president of BarclayHedge.

“All eight of Barclay’s CTA indices had gains last month, and they are all in positive territory year-to-date.”

The Barclay Diversified Traders Index gained 1.09% in February, Systematic Traders were up 1.00%, Agricultural Traders added 0.88%, and the Financial & Metals Traders Index gained 0.40%.

“Although gains were widespread across almost all sectors, significant undercurrents emerged which held the returns to modest levels,” says Waksman.

“Gold declined 1.5 percent in a single day, industrial metals were mixed, and intervention by the Bank of Japan resulted in a six percent decline of the yen against a weakening U.S. dollar.”

The Barclay BTOP50 Index, which measures performance of the largest CTAs, gained 0.48% in February.

BarclayHedge

Press release

Bm

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. Study shows what resonates with investors: 'Unwavering', 'passionate' beats 'committed', 'dedicated' and more surprises[more]

    Komfie Manalo, Opalesque Asia: A new study by Pershing, a unit of BNY Mellon company, showed that an effective value proposition strengthens audience connections and fosters growth, yet many advisors have had little objective guidance in formulating such statements until now. In the study

  2. Legal – GE Capital and Petters-related hedge fund in legal battle, SEC sanctions Donald Brownstein's hedge fund over conflicts of interest[more]

    GE Capital and Petters-related hedge fund in legal battle From Startribune.com: A billion-dollar legal battle is brewing in Florida over who knew what and when about the decade-long Ponzi scheme operated by former Wayzata businessman Tom Petters. The bankruptcy trustee for two failed Flo

  3. Managed futures' global diversification is important in next phase of economic recovery[more]

    Komfie Manalo, Opalesque Asia: The global diversification provided by managed futures may prove to be extremely valuable as the markets enter the next phase of the economic recovery, said Campbell & Company, a pioneer in absolute return invest

  4. Comment – Why you should avoid the hottest hedge fund hands, Swedroe attacks Hussman over risk management, relative value strategy[more]

    Why you should avoid the hottest hedge fund hands FromCNBC/Yahoo.com: Investors who don't have money with Pershing Square Capital Management are likely salivating at the hedge fund's industry-leading 26 percent return from January through July. But investing with Bill Ackman and other to

  5. Ex-UBS prop trader's hedge fund Manikay Partners eyes UK launch[more]

    From eFinancialnews.com: Manikay Partners, a $1.7 billion US multi-strategy hedge fund set up in 2008 by a proprietary trader from UBS with backing from Goldman Sachs, is planning to open in the UK. New York-based Manikay's move into Europe comes after Financial News revealed on Monday that Aurelius