Sat, Feb 6, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index up 1.85% in July (1.53% YTD), as rising prices contribute to profitable futures trading

Thursday, August 16, 2012
Opalesque Industry Update – Managed futures gained 1.85% in July 2012 according to the Barclay CTA Index compiled by BarclayHedge. The Index is now up 1.53% year to date.

“Price trends continued to move upward in the commodity and equity index futures markets and provided a favorable trading environment for momentum traders in July,” says Sol Waksman, founder and president of BarclayHedge.

All eight of Barclay’s CTA indices had positive returns in July. The Barclay Diversified Traders Index was up 2.61%, Systematic Traders gained 2.28%, Agricultural Traders were up 2.23%, Discretionary Traders gained 1.50%, and Financial & Metals Traders added 1.22%.

“Bond markets also rallied and the US Dollar strengthened against the Euro,” says Waksman.

“Simultaneous uptrends in the four major sectors of the futures market — commodities, equities, bonds, and interest rates — made for a good month on the long side.”

Year to date, the Agricultural Traders Index leads all managed futures strategies with a gain of 7.12%. The only losing strategy is the Financial & Metals Traders Index, which is down 0.31% for the year.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, was up 2.30% in July.

(press release)

Click here to view 32 years of Barclay CTA Index data.

BarclayHedge was founded in 1985 and actively tracks more than 6,200 hedge funds, funds of hedge funds, and managed futures programs. Each month Barclay provides updated performance rankings for 38 Hedge Fund categories, 16 CTA categories, and 7 UCITS categories.

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. How Einhorn survived a nightmare year[more]

    From Bloomberg.com: Even when a hedge fund has an awful year, which was the case for David Einhorn's Greenlight Capital, there are lessons to be learned. Many funds would have had a tough time surviving a year like Einhorn experienced in 2015, when all the stars seemed to align against him and Green

  2. Legal - Hedge fund founder wins early release in U.S. insider trading case, Gramercy seeking $1.3 billion from Peru over land-bond dispute[more]

    Hedge fund founder wins early release in U.S. insider trading case From Reuters/Streetinsider.com: Former hedge fund manager Doug Whitman on Tuesday won a reprieve from serving the remainder of his two-year sentence for insider trading after several judges expressed skepticism that his 2

  3. Investing - David Einhorn finds a winner in Michael Kors[more]

    From Thestreetinsider.com: Greenlight Capital hedge fund manger David Einhorn took his lumps in 2015. The fund lost over 20 percent on the year amid bets gone bad being long a plunging SunEdison and short a couple high-flying FANG stocks. However, today Einhorn is again showing his stock picking pro

  4. Investing - Avenue Capital's Marc Lasry: We like European bank loans, Comment: A bunch of hedge fund managers are chasing the 'dream of crushing a major structural problem'[more]

    Avenue Capital's Marc Lasry: We like European bank loans From CNBC.com: European banks are under immense pressure, but at least one prominent hedge fund has found what it thinks is a good opportunity in the wreckage. Marc Lasry, co-founder and chief executive of hedge fund Avenue Capital

  5. Computer-driven hedge funds make money during January’s selloff[more]

    Komfie Manalo, Opalesque Asia: Commodity trading advisers (CTAs) that use computer programs to guide how they trade, made millions of dollars during last month’s market selloff on the back of declining oil prices and global equities and big moves in currencies. Data provider