Sat, Jul 22, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index down 0.57% in July (-1.58% YTD)

Thursday, August 15, 2013
Opalesque Industry Update - Managed futures lost 0.57% in July according to the Barclay CTA Index compiled by BarclayHedge. The Index is down 1.58% year to date.

“Bernanke’s reaffirmation of a prolonged period of low US interest rates rallied precious and base metals while weakening the USD,” says Sol Waksman, founder and president of BarclayHedge.

“Unfortunately many CTAs found themselves on the wrong side of these markets in July.”

Five of Barclay’s eight CTA indices had losses in July. The Diversified Traders Index lost 0.87%, Systematic Traders gave up 0.73%, and Currency Traders were down 0.45%.

On the positive side, the Barclay Agricultural Traders Index gained 0.76%, Discretionary Traders were up 0.29%, and Financial & Metal Traders added 0.23%.

“Profitable trades on the long side of equity and energy markets and the short side of grain markets provided some relief from the trend reversals in other sectors,” says Waksman.

Year to date, Currency Traders are up 1.31%, and Agricultural Traders have gained 0.37%.

The Diversified Traders Index has lost 2.16% through July, Systematic Traders are down 1.09%, and Discretionary Traders have lost 0.29%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 1.55% in July.

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. Already above average, Singapore high-networth investors add hedge funds and alternative investments[more]

    Komfie Manalo, Opalesque Asia: An above-average proportion of Singaporean HNW wealth is allocated to alternative investments - the majority of which is held in hedge funds, according to the latest research by ReportLinker. In its report entitled, Wealth in Singapore: HNW Investors 2017

  2. Launches - Crypto boom: 15 new hedge funds want in on 84,000% returns, Crypto madness is striking VCs as Union Square analyst leaves to start new fund[more]

    Crypto boom: 15 new hedge funds want in on 84,000% returns From Forbes.com: With 43 projects raising $1.2 billion in initial coin offerings since May 1, according to Nick Tomaino's The Control, and with stratospheric returns for so many ICOs -- 82,000% for Ethereum, 56,000% for IOTA, 44,

  3. FinTech - The machines are coming... Elon Musk's grim warning, Tezos' $232 million ICO may just be the beginning, A gentle introduction to Initial Coin Offerings (ICOs), Billion dollar tokens, ICOS & crazy market swings WTF is going on!?, How AI is changing the way we invest, How the tech revolution is bringing flip-flops and beanbags to Wall Street, A 'machine-learning' approach to venture capital[more]

    The machines are coming... Elon Musk's grim warning From Tenplay.com.au: Tesla chief Elon Musk has called on US Governors to take 'decisive' action to curtail "the greatest risk we face as a civilization": Artificial Intelligence, or AI. Speaking at a meeting of the National Governor Ass

  4. News Briefs – Sears inks $200 million credit line from CEO Eddie Lampert's hedge fund, shares jump 9%, Rwanda: Global hedge fund to increase investments[more]

    Sears inks $200 million credit line from CEO Eddie Lampert's hedge fund, shares jump 9% Sears Holdings has landed a fresh line of credit, valued at $200 million, from its CEO Eddie Lampert's hedge fund, the retailer said Monday. Sears' stock climbed about 9 percent higher Monda

  5. Despite current limits, robo-advisors will be preferred investment solution for retail, gain importance for affluent and high net worth[more]

    Matthias Knab, Opalesque: Flynt, a Swiss FinTech focusing on proprietary technology platform for private and institutional clients, has published a brief paper on "Investing in the world of robo-advice and passive instruments". As investors will become more reluctant to pay for investment advi