Fri, Dec 19, 2014
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. Investing - Big hedge funds win again on PetSmart, Riverbed, RBS sells real estate loans to hedge fund Cerberus, Talisman energy speculation: Which hedge funds could benefit?[more]

    Big hedge funds win again on PetSmart, Riverbed From CNBC.com: Another week, another set of wins for activist investors. On Sunday, pet supply retailer PetSmart agreed to the largest leveraged buyout of the year at $8.7 billion. Hedge fund firm JANA Partners had been pushing for a sale a

  2. Outlook - Hedge fund manager who remembers 1998 rout says prepare for pain, Bond guru Bill Gross predicts U.S. economic growth to dip to 2%[more]

    Hedge fund manager who remembers 1998 rout says prepare for pain From Bloomberg.com: Stephen Jen landed in Hong Kong in early January 1997 as Morgan Stanley’s newly minted exchange-rate strategist for Asia. He was soon working around the clock when investors began targeting the region’s

  3. Opalesque Exclusive: U.S. legal receivables fund launched in August[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Investing in asset-backed receivables is a strategy that has been an integral part of the alternative investment space within the overall fixed income asset c

  4. Comment - High fees and low performance hit hedge funds[more]

    From FT.com: Disenchantment over high fees and lackluster performance may finally be turning the tide against hedge funds, fresh data suggest. Despite generally weak returns since the global financial crisis, hedge funds have enjoyed positive net inflows every year since 2010. This helped assets und

  5. Performance - Lansdowne, Man Group, other hedge funds profit from shorts in oil, Turmoil boosts hedge funds that bet against Russia, oil, CTAs post strongest returns since December 2010[more]

    Lansdowne, Man Group, other hedge funds profit from shorts in oil From Valuewalk.com: The rising short interest in oil companies implies that the worst for oil is yet to come. Data from Markit shows that short exposure in energy sector of S&P 500 is still looming close to the highest mar