Tue, Dec 12, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index down -0.10% 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   |   
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. Mediobanca acquires majority stakes in Swiss hedge fund[more]

    Komfie Manalo, Opalesque Asia: Listed diversified banking group Mediobanca SpA said it has acquired a majority stake in Geneva-based hedge fund firm RAM Active Investments SA (RAM AI), an active and alternative asset manager offering a range of act

  2. Launches - Ex-BlueCrest team to open over $200m hedge fund, Greg Coffey, a hedge fund star who retired at 41, is eyeing a comeback, Brevan Howard plans Greek funds as bond rally signals revival[more]

    Ex-BlueCrest team to open over $200m hedge fund From Bloomberg.com: A team of traders who left BlueCrest Capital Management earlier this year raised more than $200 million for their own hedge fund focused on Asian stocks, according to a person familiar with the matter. Ovata Capital Manag

  3. North America - Miami could attract hedge funds if SALT deductions axed[more]

    From Law360.com: For years, inertia has been Nitin Motwani's greatest foe in his attempts to lure hedge fund owners in the northeast to Miami, which he has pitched as a tropical low-tax paradise. But with the Republican tax bill proposing to eliminate deductions for state and local taxes, he's sensi

  4. Northleaf Capital Partners closes debut private credit fund on $670M[more]

    Bailey McCann, Opalesque New York: Northleaf Capital Partners has closed its debut private credit fund - Northleaf Private Credit I - on $670 million. The vehicle will invest in private credit transactions in Europe and North America, with a primary focus on lending to private equity-backed compa

  5. Opalesque Exclusive: Credit Suisse Asset Management's NEXT Investors leads $6M Series A round for LUX Technology and Services[more]

    Bailey McCann, Opalesque New York: Credit Suisse Asset Management's NEXT Investors has led a $6 million Series A funding round for LUX Technology and Services, a business and technology solutions provider for the alternative assets industry. The investment will be used to fuel growth of Trans