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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.


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