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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

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