Tue, Sep 19, 2017
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. Institutions - Canada's pension funds lever up[more]

    From Institutionalinvestor.com: Canadian pension plans are among the most admired institutional investors for their prowess as money managers. Now pension plans in Canada are upping the ante, increasingly issuing long-term bonds and using the borrowed money, or leverage, to try a

  2. Manager Profile - The three quants in their 20s running a hedge fund making $1 billion of trades daily[more]

    From Forbes.com: In an office overlooking downtown Boston, the views are partially obscured by math formulas and technical drawings that have been scribbled on the windows. Wearing a T-shirt with the words "machine earning" printed on it, Luca Lin says the formulas are being developed to help trade

  3. News Briefs - Iron Cove Partners launches hedge fund manuscript management & professional liability insurance policy, Private equity, hedge funds eye bizav financing market. Blue Capital halts ILS fund buy-backs as hurricane Irma approaches[more]

    Iron Cove Partners launches hedge fund manuscript management & professional liability insurance policy Iron Cove Partners, a national insurance brokerage specializing in the needs of the alternative asset management community, today announced the launch of its newest insurance product, th

  4. Asia - Hedge funds used to love shorting China. Now, not so much, Fledgling China FoFs require careful use: NCSSF, Amac, Japanese banks turn to PE, hedge funds for returns[more]

    Hedge funds used to love shorting China. Now, not so much From Bloomberg.com: A sharp devaluation. A credit crisis. And an economic hard landing. That's what some of the biggest names in the hedge fund industry were predicting for China after the nation's stocks and currency tumbled in 2

  5. Launches - Orchard launches new credit platform, ETN based on hedge fund to launch on the LSE[more]

    Orchard launches new credit platform Orchard Platform has rolled out Deals as a part of its new platform launch. With the addition of Deals to their suite of technology solutions for loan originators and institutional investors, Orchard Platform takes the next step in their evolution. De