Wed, Jul 1, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index down 0.77% in May (-0.99% YTD), managed futures sectors show divergence

Friday, June 18, 2010
Opalesque Industry Update - Managed futures lost 0.77% in May according to the Barclay CTA Index compiled by BarclayHedge.

“The slowing of growth in China, fears of a double-dip recession in the US, and a European liquidity crisis precipitated a sharp decline in global equity prices,” says Sol Waksman, founder and president of BarclayHedge.

Three of Barclay’s six managed futures sectors had losses in May, while the other three sectors made gains. The Barclay Diversified Traders Index was down 1.31%, Systematic Traders lost 0.67%, and Discretionary Traders slid 0.57%.

“The Reuters-CRB Commodity Index fell by more than eight percent during May as deflationary concerns drove prices of economically sensitive commodities lower,” says Waksman.

On the positive side, the Barclay Currency Traders Index gained 0.79% in May, Financial & Metals Traders were up 0.70%, and Agricultural Traders gained 0.67%.

“As investor enthusiasm for risk receded, the ensuing ‘flight to quality’ drove up prices for US Treasuries, precious metals, and the US Dollar,” says Waksman.

The largest managed futures funds fell the furthest in May, losing 2.37% as measured by the Barclay BTOP50 Index.

Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends.

BarclayHedge was founded in 1985 and actively tracks more than 5,800 hedge funds, funds of hedge funds, and managed futures programs. Barclay has created and regularly updates 18 proprietary hedge fund indexes and eight managed futures indexes.

Full performance table: Source


PD

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. Opalesque Exclusive: New systematic strategy managed alongside research firm outperforms S&P500[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: An emerging CTA manager explains how he runs his strategy, which is based on an index produced by a research firm. Peter Turk is head of

  2. Larry Robbins' hedge fund Glenview buys 1m Tenet Healthcare shares[more]

    Komfie Manalo, Opalesque Asia: Glenview Capital Management said it bought an additional 979,482 shares at Tenet Healthcare Corp valued at $53.80 million, raising its stakes in the healthcare services company to 15.16%, reported

  3. Hedge funds panic over Greece[more]

    Komfie Manalo, Opalesque Asia: Some investors are in panic mode as Greek Prime Minister Alexis Tsipras announced Sunday night that the banks and the stock market would be closed Monday, said

  4. Alternative investment industry could grow to $13.6tln in five years[more]

    Komfie Manalo, Opalesque Asia: Leading auditing and advisory group PwC said that the global alternative investment industry, which includes hedge funds, private equity and real assets, is set to increase to $13.6tln within the next five years. "Be

  5. Qbasis gets $200m-plus investment in 'black swan' hedge fund[more]

    From Reuters.com: A hedge fund that more than doubled clients' money during the 2008 financial crisis has attracted more than $200 million from an investor aiming to cash in on fresh ructions in global markets. Qbasis Invest has secured the investment from Britain's Omada Capital, Florian Wagner, wh

 

banner