Tue, Sep 1, 2015
A A A
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%.

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 - Hedge funds suddenly find real money is back in Argentina's debt, Elon Musk buys more SolarCity stock following hedge fund manager short, BlackRock plans to get into rental-home financing[more]

    Hedge funds suddenly find real money is back in Argentina's debt From Bloomberg.com: The real money is back in Argentina. Before the country’s default in July 2014 (its second in 13 years), most long-term investors abandoned its bond market. As they rushed out, Argentina became a favorit

  2. Activist News - Carl Icahn has snapped up a huge stake in Freeport-McMoRan, and the stock is ripping, Meet Europe's best activist investor[more]

    Carl Icahn has snapped up a huge stake in Freeport-McMoRan, and the stock is ripping From Businessinsider.com: Carl Icahn has picked his next target: Freeport-McMoRan. Icahn and a group of other investors have snapped up an 8.46% stake in mining company Freeport-McMoRan, according to a j

  3. North America - Hedge fund manager Ray Dalio’s challenge to the Fed[more]

    From Newyorker.com: For some reason, Janet Yellen, the chair of the Federal Reserve, decided to skip this year’s annual Fed conference in Jackson Hole, where monetary policymakers from the United States and abroad get together with some prominent academics to discuss the big issues of the moment. Th

  4. Opalesque Exclusive: Credit-focused hedge fund Numen Capital expects more volatility in Europe in coming months[more]

    Benedicte Gravrand, Opalesque Geneva: A London-based hedge fund, which has just hired two emerging managers, is cautious on Europe. Vassilis Paschopoulos and former Lehman’s colleague Nikos Kargadouris, launched a London-based credit-focused hedge fund called

  5. Performance - Hedge funds bruised by stocks’ meltdown, Capstone’s volatility hedge fund is having a monster month thanks to market mayhem[more]

    Hedge funds bruised by stocks’ meltdown From WSJ.com: Hedge-fund managers like to promise their investors protection from market swings. In the recent stock swoon, many were caught off guard. Billionaire managers such as Leon Cooperman, Raymond Dalio and Daniel Loeb are deeply in the red

 

banner