Mon, May 29, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index down 1.11% in June (-0.87% YTD); trend reversals hit managed futures returns

Thursday, July 18, 2013
Opalesque Industry Update - Managed futures lost 1.11% in June according to the Barclay CTA Index compiled by BarclayHedge. The Index is now down 0.87% year to date.

“A slowing of economic growth in China combined with concerns of Fed tapering led to trend reversals in equities, commodities, and interest rates in June,” says Sol Waksman, founder and president of BarclayHedge.

Seven of Barclay’s eight CTA indices had negative returns in June. The Diversified Traders Index lost 1.62%, Systematic Traders gave up 1.22%, and Financial & Metal Traders were down 1.10%.

“Sixty-two percent of the CTAs that have reported a June return are in the loss column for the month,” says Waksman.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 1.53% in June.

The only managed futures strategy with gains in June was the Currency Traders Index which rose 0.22%.

At the end of the first two quarters in 2013, three CTA indices have positive returns, while five are in negative territory for the year. The Barclay Currency Traders Index is up 1.74% after six months, and Financial & Metal Traders have gained 0.13%. The BTOP50 Index has added 0.46% year to date.

The Diversified Traders Index has lost 1.08% through June, Discretionary Traders are down 0.49%, Agricultural Traders have lost 0.32%, and the Systematic Traders Index is down 0.24%.

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. Investing - China's HNA wants to invest in Value Partners, Risk parity investors reap rewards from rebalancing act, SoftBank's $100 billion tech fund rankles VCs as valuations soar[more]

    China's HNA wants to invest in Value Partners From Reuters.com: HNA Group has alighted on a logical, if pricey, target in Hong Kong. The deal-hungry Chinese travel conglomerate known for overpaying wants to invest in Value Partners, one of Asia's few sizeable independent asset managers,

  2. Opalesque Exclusive: Investors warm to ESG, but seek standardization[more]

    Bailey McCann, Opalesque New York: Asset managers and asset owners plan to double their investment in Environmental, Social and Governance (ESG) driven strategies over the next two years, according to a survey from BNP Paribas Securities Services. The report, "Great Expectations: ESG - what's nex

  3. Opalesque Roundtable: France's hidden strengths in AI and machine learning[more]

    Komfie Manalo, Opalesque Asia: All nations offer their strengths and weaknesses, but one that is undisputed is the quality of the French scientists, claimed Guillaume Vidal, co-founder of French technology startup Walnut Algorithms at the

  4. AI-based hedge fund brings machine learning investing to masses[more]

    Komfie Manalo, Opalesque Asia: Machine learning-based hedge fund firm Greyfeather Capital is trying to bring artificial intelligence investing to the masses with its plan to expand beyond the limited reach of the alternative investments space. "We're excited to bring AI technology to traditio

  5. Outlook - Iconic hedge fund manager Seth Klarman says investors are missing huge risks, Paul Singer warns of a world at risk[more]

    Iconic hedge fund manager Seth Klarman says investors are missing huge risks From Businessinsider.com: An iconic hedge fund manager says investors are misperceiving risks in the markets - at a time when markets are hitting historic highs. Baupost Group's Seth Klarman laid out his concern