Mon, Aug 21, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index down 0.69% in September (+0.51% YTD); 61% of managed futures traders take losses

Monday, October 15, 2012
Opalesque Industry Update:Managed futures lost 0.69% in September according to the Barclay CTA Index compiled by BarclayHedge. The Index remains up 0.51% year to date.

“A second month of rising equity prices generated profits for momentum-based managers, but losses in commodity and interest rates markets had a greater impact on portfolio returns in September,” says Sol Waksman, founder and president of BarclayHedge.

Seven of Barclay’s eight CTA indices had losses in September. The Barclay Agricultural Traders Index gave up 1.66%, Systematic Traders were down 0.86%, Diversified Traders lost 0.84%, Financial & Metals Traders were down 0.60%, and Discretionary Traders lost 0.49%.

“Overall, 61 percent of managed futures funds have reported negative returns for September,” says Waksman. “The average loss for the month was 2.76 percent for those CTAs with a negative return.”

The one profitable strategy this month was the Barclay Currency Traders Index, which gained 0.19%.

At the end of three quarters in 2012, Agricultural Traders are up 7.64%, Discretionary Traders have gained 2.67%, and Currency Traders have a 1.22% return.

On the negative side of the ledger, Financial & Metals Traders are down 1.86% year to date, Systematic Traders have lost 0.60%, and Diversified Traders are down 0.47%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 0.88% in September, and is down 0.20% year to date.

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. Opalesque Exclusive: Albright Capital puts a value lens on emerging markets[more]

    Bailey McCann, Opalesque New York: Over the past decade, investors have steadily increased investments in emerging markets private funds. Allocations to the cohort have increased from $93 billion in December 2006 to $564 billion in September 2016, according to data from research firm Preqin. Howe

  2. FinTech - Danger: Crowdfunding on the wrong platform could force you to go public[more]

    From LinkedIn.com: Some equity crowdfunding platforms are putting startups at serious risk. Working with a platform that doesn't structure your deal appropriately could jeopardize your ability to raise future capital or worse, force you to become a public reporting company. The emergence of eq

  3. David Tepper says we're 'nowhere near an overheated' stock market[more]

    From Marketwatch.com: Billionaire David Tepper thinks comparing this current stock-market environment with the overheated markets of 1999 is "ridiculous." The hedge-fund manager, who runs Appaloosa Management, told CNBC in a phone interview on Tuesday that the market's record run, notwithstanding la

  4. Opalesque Exclusive: Altegris and Artivest partner on distribution for alternative funds suite[more]

    Bailey McCann, Opalesque New York: California-based investment firm Altegris has partnered with New York-based alternative investments platform Artivest on distribution for $1 billion in alternative funds. The partnership also launches Artivest's capabilities to offer alternative solutions to acc

  5. Investing - Buffett's Berkshire Hathaway will not increase its Oncor offer, Travel-tilting hedge funds are investing in airlines and online travel agencies[more]

    Buffett's Berkshire Hathaway will not increase its Oncor offer From Reuters.com: The energy unit of Warren Buffett's Berkshire Hathaway Inc said on Wednesday it will "stand firm" on its $9 billion offer to acquire 80 percent of Oncor Electric Delivery Company LLC and will not increase it