Tue, Jan 17, 2017
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. Southpoint Capital gains 3.8% in Q3, bringing year-to-date returns to 5.2%[more]

    From Valuewalk.com: Southpoint Capital Advisors, the $3 billion New York hedge fund founded by former employees of David Einhorn’s Greenlight Capital, added 3.8% net during the third quarter of 2016, bringing year-to-date returns to 5.2% and cumulative returns since inception (July 2004) of 237.4% a

  2. The Big Picture: The case for emerging market debt in 2017[more]

    Benedicte Gravrand, Opalesque Geneva: Emerging market (EM) assets outperformed in 2016 mainly because of stronger fundamentals and an improving international environment, with GDP picking up speed, leading to positive earnings revisions for the first time in five years,

  3. Hedge funds gain across strategies in December, outperform MSCI to close at record index level in 2016[more]

    Komfie Manalo, Opalesque Asia: Hedge funds posted gains across all strategies in December to conclude 2016, with the HFRI Fund Weighted Composite Index (FWC) rising to a record index value level as oil prices surged, equities gained and U.S. interest rates increased into year end, accordin

  4. Performance - BlackRock's robot stock-pickers post record losses, Soros-backed fund Glen Point loses in first trading year, Regal Funds Management: Bleak year as returns in key funds plunge 25pc, Elm Ridge Capital up 25% in 2016[more]

    BlackRock's robot stock-pickers post record losses From Bloomberg.com: Like so many fund titans these days, Laurence D. Fink is betting on machines to turn around BlackRock Inc.'s beleaguered stock-picking business. Trouble is, they just might have made things worse. BlackRock

  5. Eurekahedge Hedge Fund Index up 1.01% in December (+4.48% YTD)[more]

    Hedge funds gained 1.01% during the month of December, with 2016 returns coming in at 4.48%. Meanwhile, underlying markets as represented by the MSCI AC World Index (Local) gained 2.38% in December with its 2016 returns coming in at 7.37%. North American equity markets traded higher in December as t