Thu, Apr 24, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index down -0.10% in April (-0.62% YTD)

Tuesday, May 22, 2012
Opalesque Industry Update - Managed futures slipped 0.10% in April according to the Barclay CTA Index compiled by BarclayHedge. The Index is down 0.62% year-to-date.

“Although commodity prices dropped in April as measured by a decline of 0.75 percent in the Reuters/CRB Index, several sectors such as industrial metals, natural gas, and soybeans moved higher making for a more difficult trading environment,” says Sol Waksman, founder and president of BarclayHedge.

Four of Barclay’s eight CTA indices had gains in April. The Barclay Agricultural Traders Index was up 1.36%, Discretionary Traders gained 0.48%, and Currency Traders added 0.34%. “The US Dollar weakened a bit against most other major currencies during the month, but gained against the Euro as concerns of a Greek default continue to overhang the market,” says Waksman.

On the losing side, Diversified Traders gave up 0.54%, and Systematic Traders were down 0.37%.

“Investors started to move back into risk-off mode, sending equity and commodity prices lower and bidding up bond prices,” says Waksman.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, dropped 0.32% in April. The BTOP50 is down 0.4 in 2012...Full performance table: Source

PD

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Banner
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. …And Finally – Flight attendant has passengers rolling in aisle[more]

    From Orange.co.uk: A video of a US flight attendant turning her safety talk into a comedy routine is proving a huge hit online. More than five million people have watched the clip of Marty Cobb which has her passengers rolling with laughter on a Southwest Airlines flight to Salt Lake City.

  2. Niche Investing – Wealthy investors flock to fine art funds[more]

    From Clickorlando.com: Wealthy investors looking to diversify beyond stocks and bonds are now turning to an unusual money-making vehicle -- the art investment fund. The name says it all: These funds invest in fine art and seek returns by acquiring and selling high-end pieces for profit. Growth

  3. Opalesque Exclusive: Rainwater and Blue Sky - an Australian water fund emerges[more]

    Bailey McCann, Opalesque New York: Financial reporters often tout new funds and investments as uncorrelated investments, but few can say they are uncorrelated to everything but weather. Enter Blue Sky Alternative's water fund which invests in the permanent rights to Australia's water. Sev

  4. University of Michigan allocates $242m to six managers[more]

    From PIonline.com: University of Michigan, Ann Arbor, invested or committed a total of $242 million to one traditional equity manager and five alternative investment funds from its $9 billion endowment. University regents approved the hire of Mittleman Investment Management to run $35 million in act

  5. Performance – Odey flagship hedge fund suffers brutal March as shorts rise, Blackstone first-quarter profit rises 30% on higher fees[more]

    Odey flagship hedge fund suffers brutal March as shorts rise From Valuewalk.com: The tide has turned for the worse for one of Europe’s best performing hedge funds. Crispin Odey’s flagship hedge fund, Odey European has suffered a 4.63% decline for the year after slipping 7.2% in March, ac