Fri, May 6, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index up 1% in January, Diversified traders gain 1.64%

Thursday, February 14, 2013
Opalesque Industry Update — Managed futures gained 1.01% in January 2013 according to the Barclay CTA Index compiled by BarclayHedge.

“CTAs got a boost this month from the ‘Abe trade’ (short the Japanese Yen and long the Nikkei or TOPIX), named for the dovish monetary bent of Japan’s new prime minister, Shinzo Abe,” says Sol Waksman, founder and president of BarclayHedge.

Seven of Barclay’s eight CTA indices had a positive return in January. The Diversified Traders Index was up 1.64%, Systematic Traders gained 1.22%, Agricultural Traders were up 0.47%, and Discretionary Traders added 0.34%.

“As global economic sentiment improved and interest rates rose, investors returned to risk-on mode and bid up prices for equities and commodities,” says Waksman.

The only managed futures strategy to lose ground in January was the Financial & Metal Traders Index, which was down 0.04% at month end.

The BTOP50 Index, which measures performance of the largest CTAs, gained 1.38% in January.

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

Bg

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. Comment - Unmasking the men behind Zero Hedge, Wall Street's renegade blog[more]

    From Bloomberg.com: Colin Lokey, also known as "Tyler Durden," is breaking the first rule of Fight Club: You do not talk about Fight Club. He’s also breaking the second rule of Fight Club. (See the first rule.) After more than a year writing for the financial website Zero Hedge under the n

  2. Opalesque Exclusive: Hedge fund talent, fees take a hit at the Milken Global Conference[more]

    Bailey McCann, Opalesque New York: It's been a rough year for hedge funds and now, even other managers are panning them. "Frankly, I’m blown away by the lack of talent," was Point 72 CEO Steven Cohen's assessment of trying to find candidates to hire in the investment business at a panel o

  3. Hedge funds fell in April as alternative UCITS surge in Europe[more]

    Komfie Manalo, Opalesque Asia: Hedge funds shed more in April with the Lyxor Hedge Fund Index down 0.9% during the month (-2.8% YTD), but there was some good news with alternative UCITS showing strong inflows in Europe. In its Weekly Briefing, Lyxo

  4. Global hedge funds recover in April on resurging energy commodities[more]

    Komfie Manalo, Opalesque Asia: Global hedge funds recovered in April with the HFRX Global Hedge Fund Index gaining +0.41% last month (-1.47% YTD), while the HFRX Market Directional Index gained +5.31% during the same

  5. AIG lost $349m in hedge fund portfolio in Q1[more]

    Komfie Manalo, Opalesque Asia: Large US insurance group AIG lost a net $183m for the first quarter 2016, year-on-year. The group blames the loss on the impact of market volatility on investments, as well as net realised capital losses and restructuring costs. Its hedge fund portfolio made a n