Tue, Oct 25, 2016
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index down 1.11% in June (-0.87% YTD); trend reversals hit managed futures returns

Thursday, July 18, 2013
Opalesque Industry Update - Managed futures lost 1.11% in June according to the Barclay CTA Index compiled by BarclayHedge. The Index is now down 0.87% year to date.

“A slowing of economic growth in China combined with concerns of Fed tapering led to trend reversals in equities, commodities, and interest rates in June,” says Sol Waksman, founder and president of BarclayHedge.

Seven of Barclay’s eight CTA indices had negative returns in June. The Diversified Traders Index lost 1.62%, Systematic Traders gave up 1.22%, and Financial & Metal Traders were down 1.10%.

“Sixty-two percent of the CTAs that have reported a June return are in the loss column for the month,” says Waksman.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 1.53% in June.

The only managed futures strategy with gains in June was the Currency Traders Index which rose 0.22%.

At the end of the first two quarters in 2013, three CTA indices have positive returns, while five are in negative territory for the year. The Barclay Currency Traders Index is up 1.74% after six months, and Financial & Metal Traders have gained 0.13%. The BTOP50 Index has added 0.46% year to date.

The Diversified Traders Index has lost 1.08% through June, Discretionary Traders are down 0.49%, Agricultural Traders have lost 0.32%, and the Systematic Traders Index is down 0.24%.


Press Release


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. M&A - U.S. hedge fund HarbourVest is shock winner in the £1.1bn SVG Capital takeover saga, Hedge fund Parvus shows hand, toppling William Hill merger deal[more]

    U.S. hedge fund HarbourVest is shock winner in the £1.1bn SVG Capital takeover saga From Thisismoney.co.uk: The fierce battle to buy Britain's biggest private equity group has come to an unexpected conclusion, with the original bidder walking away with the prize. SVG Capital has agreed

  2. Marc Lasry: Energy is still a phenomenal opportunity[more]

    From CNBC.com: Distressed debt specialist Marc Lasry said energy debt is still a "phenomenal opportunity" because investors can get "massively overpaid" for the risk they take on. There are "huge opportunities" in the energy sector especially in restructurings, the Avenue Capital Group CEO said Tues

  3. Opalesque Exclusive: Ex-SAC manager re-emerges with market neutral hedge fund[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: A manager re-emerged from the SAC battleground last year to launch his own hedge fund under the umbrella of New York-based investment firm Endicott Group.

  4. North America - Hedge-fund manager Kyle Bass says the U.S. is on track for stagflation, Billionaire hedge fund titans Dinan, Lasry on election, markets and best investment ideas[more]

    Hedge-fund manager Kyle Bass says the U.S. is on track for stagflation From Marketwatch.com: Kyle Bass, founder of Hayman Capital Management, on Wednesday warned that the U.S. is headed toward so-called stagflation. Stagflation is typically described as persistently high inflation and hi

  5. David Einhorn speaks on passive investing, Mylan, his cheapest stock, the Fed[more]

    From Forbes.com: Greenlight Capital hedge fund manager David Einhorn (Trades, Portfolio) joined nine other famed investors on Tuesday to talk about stocks at the annual Great Investors’ Best Ideas Investment Symposium in Dallas. Presenters at the annual conference typically pitch one or severa