Thu, Sep 3, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index down 1.74% in October (-1.36% YTD); 70% of managers end month with a loss

Tuesday, November 20, 2012
Opalesque Industry Update: Managed futures lost 1.74% in October according to the Barclay CTA Index compiled by BarclayHedge. The Index now has a negative return for the year with an overall loss of 1.36%.

“October was a difficult month for most CTAs with roughly 70 percent of managers recording losses,” says Sol Waksman, founder and president of BarclayHedge.

“Commodity markets moved sharply lower, interest rates whip-sawed, equity prices were strong early on only to lose ground later in the month, and unanticipated easing by the Bank of Japan resulted in a 2.3 percent decline of the Japanese Yen against the US Dollar.”

All eight of Barclay’s CTA indices had losses in October. The Diversified Traders Index dropped 2.71%, Systematic Traders lost 2.29%, Agricultural Traders were down 0.92%, and Financial & Metals Traders gave up 0.86%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 2.36% in October.

Year to date, Agricultural Traders are up 6.85%, Discretionary Traders have gained 1.99%, and Currency Traders have a 0.85% return.

On the negative side of the ledger, Diversified Traders are down 3.43%, Systematic Traders have lost 3.03%, and the Financial & Metals Traders Index is down 2.67%.

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. Cliff Asness attracts $360 million as liquid alternative funds hold up[more]

    From Bloomberg.com: As U.S. stocks suffered their worst month in more than three years in August, Clifford Asness’s managed futures fund was able to profit. Investors are taking notice. The $9.12 billion AQR Managed Futures Strategy Fund pulled in an estimated $360 million in net subscriptions last

  2. Opalesque Exclusive: When the SEC calls, fund managers need to get out of their own way[more]

    Bailey McCann, Opalesque New York: New pressure is hitting alternative investment funds from all angles. So far this month both hedge fund and private equity players have seen enforcement actions, and subsequent fines over fees, disclosures, and misleading statements. Citi one of the biggest

  3. Performance - Einhorn and Loeb's hedge funds both decline 5% in August, Some target-date funds miss in the market turmoil[more]

    Einhorn and Loeb's hedge funds both decline 5% in August From Reuters.com: Hedge fund billionaires David Einhorn and Daniel Loeb saw their main funds lose roughly 5 percent in August during a dramatic market sell off, two people familiar with their returns said on Monday. Einhorn's

  4. Fortress hedge fund manager David Dredge says markets trouble on the way[more]

    From AFR.com: David Dredge of global hedge fund Fortress has built a career studying, predicting and protecting against the world's major financial crises. The recent convulsions in global sharemarkets are "just the beginning" of a painful adjustment as money drains from the emerging market economie

  5. North America - Puerto Rico agency plans talks with hedge fund creditors[more]

    From WSJ.com: Puerto Rico’s Government Development Bank is planning to begin confidential debt-restructuring talks with hedge funds that own its bonds as early as next week, said a person familiar with the matter. The parties are set to discuss a plan under which the investors would lend additional

 

banner