Fri, Feb 27, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index up 0.57% in March; (+1.07% YTD)

Wednesday, April 17, 2013
Opalesque Industry Update: Managed futures gained 0.57% in March according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 1.07% year to date.

“A decoupling of US growth from global markets and aggressive easing by the Bank of Japan provided the impetus for a profitable month,” says Sol Waksman, founder and president of BarclayHedge.

“Traders that were long US and Japanese equities and short EUR and JPY against the USD enjoyed good returns."

Seven of Barclay’s eight CTA indices had positive returns in March. The Diversified Traders Index gained 0.71%, Systematic Traders were up 0.69%, Financial & Metal Traders added 0.60%, and the Currency Traders Index gained 0.47%.

“On the commodity side, long positions in natural gas and crude oil provided profits, but prices for precious as well as base metals and agricultural commodities declined,” says Waksman. The Agricultural Traders Index was down 0.40% in March, and was the only losing managed futures strategy for the month.

After three months, all eight BarclayHedge CTA indices are in positive territory. The Currency Traders Index has gained 1.51%, Diversified Traders are up 1.42%, and Systematic Traders have gained 1.31%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, gained 0.77% in March, and is currently up 2.48% for the year.

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 - Seth Klarman of Baupost outlines his investment process as major stock market indices are stretched, Myriad hedge fund sold bulk of its Alibaba stake last year[more]

    Seth Klarman of Baupost outlines his investment process as major stock market indices are stretched From Valuewalk.com: As hedge fund manager Seth Klarman, leader of the $28 billion Baupost Group, reviews 2014 performance and considers investors gained near 7 percent on the year, he cons

  2. Adamas Asset Management and Ping An Insurance to co-manage $500m debt fund[more]

    Komfie Manalo, Opalesque Asia: Hong Kong-based Adamas Asset Management and Ping An Insurance Group, one of China’s largest financial institutions, have finalized a memorandum of und

  3. Opalesque Exclusive: dbSelect’s top ten FX strategies average almost 10% in January[more]

    Benedicte Gravrand, Opalesque Geneva: In one of Deutsche Asset & Wealth Management (AWM)’s hedge fund platforms, called dbSelect, a number of FX Strategies did very well in January. dbSelect is a managed investment platform for unf

  4. Opalesque Exclusive: SEC’s Mark J. Flannery warns hedge funds against valuation misconduct[more]

    Komfie Manalo, Opalesque Asia: Securities and Exchange Commission chief economist and director of Division of Economic and Risk Analysis (DERA) Mark J. Flannery has warned of the risks posed by market misconduct, particularly in the true valuation of assets by hedge fund managers. In his

  5. Dymon Asia's $3bn macro hedge fund lost 10.45% in January[more]

    From Reuters.com: Dymon Asia's $3.1 billion macro hedge fund lost 10.45 percent in January, performance data seen by Reuters showed, a month where many peers lost heavily after a surprise rise in the Swiss franc. Singapore-based Dymon, set up by Danny Yong, a former founding partner and chie