Wed, Feb 22, 2017
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. People - Kuwait wealth fund head Al Saad said to step down after 14 years[more]

    From Bloomberg.com: Kuwait Investment Authority is set to name Farouk Bastaki as managing director, replacing Bader Al Saad who ran the world's fifth-largest sovereign wealth fund for 14 years, a person familiar with the matter said. The KIA, as the fund is known, is finalizing the appointment, said

  2. Manager Profile - Eddie Lampert: a painful entanglement with Sears[more]

    From Moneyweek.com: "In the long run we are all dead." Lex in the Financial Times reached for the famous quote from John Maynard Keynes in January when, after a long and unforgiving decline, the clock finally appeared to be running out on Sears, the iconic US department store group. Yet the group's

  3. Investing - Hedge funds quit Aberdeen shorts as shares begin to recover, Hedge funds' next big short: U.S. malls, O'Connor fund owns 9.5% of Protalix Biotherapeutics, U.S. hedge fund takes position in Macau hotel The 13[more]

    Hedge funds quit Aberdeen shorts as shares begin to recover From Investmentweek.co.uk: The last two hedge funds to short Aberdeen Asset Management have removed their positions, as the fund group's shares begin to show signs of recovery after a difficult few years. According to the Financ

  4. Latin America, high yields and Asia Pacific strategies dominate hedge fund returns in January[more]

    Komfie Manalo, Opalesque Asia: Latin America (+7.04%), high yield (5.63%), and Asia-Pacific (+5.06%) strategies dominated hedge fund performance in January, data provider Hennesee Fund Research said. The bottom three strategies for the mont

  5. Investing - Hedge funds loading up on this dividend stock, The biggest hedge funds have been piling into bank stocks[more]

    Hedge funds loading up on this dividend stock From Incomeinvestors.com: Hedge funds are backing up the truck on Cameco Corp stock. Billionaire Jim Simons owns 389,000 shares. Other Wall Street titans - including Ray Dalio, Ken Griffin, and Chuck Royce - have been quietly building positio