Thu, Jan 19, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index down -1.81 in June on ECB meeting, (+ 0.03% YTD)

Tuesday, July 17, 2012
Opalesque Industry Update: Managed futures lost 1.81% overall in June according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 0.03% year to date.

“The month-end ECB agreement to make loans directly to eurozone banks drove prices in some of the major equity, currency, and commodity markets to their largest one-day moves of the year,” says Sol Waksman, founder and president of BarclayHedge.

On the negative side, Barclay Diversified Traders Index fell 2.89% in June, Systematic Traders lost 2.51%, and Financial & Metals Traders were down 0.56%.

“Momentum-based trend following traders typically take losses when markets reverse course sharply,” says Waksman.

On the positive side, Agricultural Traders gained 3.45% in June, and Discretionary Traders were up 1.40%.

“Drought fears in the US drove prices higher for agricultural commodities,” says Waksman.

After six months in 2012, the Barclay Agricultural Traders Index leads all managed futures strategies with a gain of 4.73%. Currency Traders are up 1.19% year to date, and Discretionary Traders have gained 0.84%.

The Diversified Traders Index is down 1.45% after two quarters, Financial & Metals Traders have lost 0.94%, and Systematic Traders gave up 0.81%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, was down 1.50% in June. The BTOP50 was up 0.09% through June 2012.

BarclayHedge

Press Release

BM

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. Investing - This hedge fund made 37% betting on banks in 2016 and remains bullish after the Trump rally, Hedge fund legend David Einhorn is making a big bet on GM, After impressive 85% return in 2016, hedge fund looks to Canadian gold producer, small banks[more]

    This hedge fund made 37% betting on banks in 2016 and remains bullish after the Trump rally From Forbes.com: Can bank stocks continue to rise after a 28% surge in the KBW Bank Index in 2016, fueled by a post-election rally as stock pickers returned to the beaten down sector? Forget the s

  2. SWFs - China sovereign wealth fund CIC plans more U.S. investments[more]

    From Reuters.com: China Investment Corporation (CIC), the country's sovereign wealth fund, is looking to raise alternative investments in the United States due to low returns in public markets, its chairman said on Monday. CIC will boost its investments in private equity and hedge funds as wel

  3. Some hedge funds strong start in 2017 nice contrast to 2016[more]

    With the 2016 HSBC Hedge Weekly performance rankings in the books - a year in which the same leader-board entries pretty much dominated unchallenged throughout the year - comes a new leader board that is a hard-scrabble mix of hedge fund styles and categories. What is clear after but a few short wee

  4. Macro hedge funds and CTAs outperform in December on strong dollar[more]

    Komfie Manalo, Opalesque Asia: The last month of 2016 saw risk assets climbing higher, as part of expectations that the new U.S. administration will remove barriers to growth and investment, Lyxor Asset Management said. December also saw the Fed hik

  5. Opalesque Exclusive: Roxbury credit events UCITS gathers more assets[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: The Roxbury Credit Events Fund, launched in September 2015, was up 4.24% in 2016, having returned seven positive months during the year. The managers raised