Sun, Mar 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 - 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