Sat, Jan 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 1.74% in October (-1.36% YTD); 70% of managers end month with a loss

Tuesday, November 20, 2012
Opalesque Industry Update: Managed futures lost 1.74% in October according to the Barclay CTA Index compiled by BarclayHedge. The Index now has a negative return for the year with an overall loss of 1.36%.

“October was a difficult month for most CTAs with roughly 70 percent of managers recording losses,” says Sol Waksman, founder and president of BarclayHedge.

“Commodity markets moved sharply lower, interest rates whip-sawed, equity prices were strong early on only to lose ground later in the month, and unanticipated easing by the Bank of Japan resulted in a 2.3 percent decline of the Japanese Yen against the US Dollar.”

All eight of Barclay’s CTA indices had losses in October. The Diversified Traders Index dropped 2.71%, Systematic Traders lost 2.29%, Agricultural Traders were down 0.92%, and Financial & Metals Traders gave up 0.86%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 2.36% in October.

Year to date, Agricultural Traders are up 6.85%, Discretionary Traders have gained 1.99%, and Currency Traders have a 0.85% return.

On the negative side of the ledger, Diversified Traders are down 3.43%, Systematic Traders have lost 3.03%, and the Financial & Metals Traders Index is down 2.67%.

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