Wed, May 27, 2015
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. News Briefs - Ergen says LightSquared plan unfairly favors hedge funds, Why hedge fund managers make good advisory clients, I learned a lot about dad-bros after spending 4 days in Vegas with 2,000 hedge funders[more]

    Ergen says LightSquared plan unfairly favors hedge funds LightSquared Inc.’s bankruptcy plan gives hedge funds that invested in the broadband company a leg up while blocking telecommunications firms from competing with it, a fund owned by Dish Network Corp. Chairman Charles Ergen said in

  2. Opalesque Exclusive: SEC approves proposed changes to Form ADV, '40 Act - comment period to follow[more]

    Bailey McCann, Opalesque New York: Hedge funds and providers of liquid alternatives will want to pay close attention to proposed reforms approved by the SEC yesterday. The changes will require more frequent reporting, as well as a closer look into social media, liquid alternative strategies, and

  3. Investing - Hedge funds buy swathes of foreclosed subprimes, force up rents, float rent-bonds, Hedge funds buy Actavis, Valeant. ETFs join the party, The most loved biotechs of big hedge funds, Stocks to buy ... according to hedge funds, Atlantic City bond offering attracts hedge funds as buyers, Okumus Fund Management discloses huge new Ascent Capital Group stake[more]

    Hedge funds buy swathes of foreclosed subprimes, force up rents, float rent-bonds From Boingboing.com: When a giant hedge fund is bidding on all the foreclosed houses in a poor neighborhood, living humans don't stand a chance -- but that's OK, because rapacious investors make great landl

  4. Institutions - Institutional investors turn to real estate, planes, Assets at Boston’s five biggest family nonprofits rise to $3.5bn[more]

    Institutional investors turn to real estate, planes From Joins.com: The National Pension Service and domestic emerging market specialists who did not know where to invest in a low interest rate environment are turning to other investments like the blue-chip real estate market abroad.

  5. Opalesque Exclusive: A lot of hedge fund investors are beginning to recognise the need for ongoing cyber threats monitoring[more]

    Benedicte Gravrand, Opalesque Geneva: Corporate Resolutions Inc. recently formed a strategic partnership with iThreat Cyber Group. The two companies have worked together for years, assisting clients when challenging

 

banner