Tue, Aug 30, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index Down 0.39% in November; (-1.45% YTD)

Monday, December 17, 2012
Opalesque Industry Update: Managed futures lost 0.39% in November according to the Barclay CTA Index compiled by BarclayHedge. The Index has lost 1.45% year to date, compared to a gain of 0.73% in the S&P GSCI Index.

“Profitable positions in the continuing uptrend in bond markets and the downtrend in the Japanese yen were insufficient to overcome losses in other sectors,” says Sol Waksman, founder and president of BarclayHedge.

Five of Barclay’s eight CTA indices had losses in November. The Agricultural Traders Index dropped 1.23%, Diversified Traders gave up 0.50%, and Systematic Traders lost 0.39%.

“Although the Commodity Research Bureau Index gained 1.10 percent on the month, dispersion across the sector was high as prices for precious and industrial metals rose, energy was mixed, and agricultural markets moved lower,” says Waksman.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, led all managed futures indices in November with a 0.34% gain. Currency Traders were up 0.26%, and Discretionary Traders added 0.04%.

Year to date, the Agricultural Traders Index has gained 6.53%, Discretionary Traders have gained 2.02%, and Currency Traders have a 1.15% return.

Diversified Traders are down 3.36% in 2012, Systematic Traders have lost 3.01%, and the Financial & Metals Traders Index is down 2.54%.

Click here to view 33 years of Barclay CTA Index data.

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. The Big Picture: Water is single largest environmental investment opportunity[more]

    Benedicte Gravrand, Opalesque Geneva: Water, the world’s most precious and undervalued commodity, is set to lead the socially and environmentally responsible investment themes. This is according to specialist fund manager Thomas Schumann. His firm,

  2. Commodities - Hedge funds pile into bullish bets on U.S. crude by most on record, Rig count steady, hedge funds dump short contracts on 63 million barrels, Hedge funds bail on Copper as Goldman predicts ‘supply storm’, Hedge funds pile up bets against sterling[more]

    Hedge funds pile into bullish bets on U.S. crude by most on record From BRecorder.com: Hedge funds and other speculators raised their bullish bets on US crude oil in the past week by the most on record fuelled by speculation that Organization of the Petroleum Exporting Countries will agr

  3. Investing - U.S. hedge fund Marathon makes Brexit bet on European property, Hedge funds love Liberty and John Malone, DE Shaw could bid for control over TerraForm Power, New York hedge fund increases stake in Tronc as sale talks continue, Don't wait too long to check this +20% value fund's ideas[more]

    U.S. hedge fund Marathon makes Brexit bet on European property From FT.com: Marathon, a $13bn US hedge fund, is building a big Brexit trade, increasing its investments in property across Ireland, France, Germany and the Netherlands, in a bet that they will be among the big beneficiaries

  4. Opalesque Exclusive: Investors struggle to identify the better performing hedge funds[more]

    Komfie Manalo, Opalesque Asia: Fund managers and investors believe that performance is one of the major factors driving change in the hedge fund industry, a Preqin survey showed in its latest Hedge Fund Spotlight. Preqin said that the disappoin

  5. …And Finally - Baby born on Cebu Pacific airplane gets 1 million air miles[more]

    From CNN.com: Here's one kid who'll probably learn to fly before she can crawl. After being born four hours into a flight from Dubai to Manila, baby girl Haven has been gifted 1 million air mile points. Haven's mom went into labor more than five weeks early while flying on an aircraft op