Wed, Jun 29, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index slides 0.54% in September (-3.13% YTD), as reversals in oil and bonds produce trading losses

Wednesday, October 16, 2013
Opalesque Industry Update - Managed futures lost 0.54% in September according to the Barclay CTA Index compiled by BarclayHedge. The Index is down 3.13% after three quarters in 2013.

“While the US Fed’s surprise decision not to begin ‘tapering’ boosted prices in most major asset classes, the one exception was commodity prices, which declined 2.6 percent based on the DJ UBS Commodity Index,” says Sol Waksman, founder and president of BarclayHedge.

Six of Barclay’s eight CTA indices had negative returns in September. The Diversified Traders Index lost 0.94%, Systematic Traders were down 0.53%, Currency Traders gave up 0.19%, and Discretionary Traders slipped 0.14%.

“The long positions in oil and short bond positions that contributed to August gains for CTA portfolios became the main source of losses in September as both markets reversed direction,” says Waksman.

The Barclay Agricultural Traders Index had another positive month gaining 0.25%, and Financial & Metals Traders were up 0.28%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, had its fifth straight monthly loss with a 0.42% negative return. The BTOP50 is down 2.28% for the year.

Year to date, Agricultural Traders have gained 2.07%, and Currency Traders are up 0.32%.

Year to date, the Diversified Traders Index has lost 4.37%, Systematic Traders are down 2.78%, Financial & Metals Traders have lost 0.87%, and Discretionary Traders are down 0.45%.

Click here to view 33 years of Barclay CTA Index data.

Press release

Bg

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. Blackstone buys minority stake in New York-based credit hedge fund Marathon[more]

    Benedicte Gravrand, Opalesque Geneva: Blackstone Strategic Capital Holdings Fund, a vehicle managed by Blackstone Alternative Asset Management (BAAM), has acquired a passive, minority interest in Marathon Asset Management, for an undisclosed sum. Based in New York,

  2. Investing - Soros, Druckenmiller among hedgies profiting in market plunge, Hedge funds were most bullish on bonds since 2004 before Brexit, Surprise Brexit vote unleashes scramble for dollars, High-yield hit on Brexit but no panic selling, Scientist turned hedge fund founder lured to pound, euro, Hedge fund avoids commodities, posts big gains[more]

    Soros, Druckenmiller among hedgies profiting in market plunge From HITC.com: Bullish positions in gold and volatility and well-timed short bets on China and emerging markets, among other areas, were some of the trades that benefited hedge funds on Friday as markets digested Britons' s

  3. Manager Profile - A 26-year old hedge fund manager called Brexit — here's what he thinks about the historic vote[more]

    From Businessinsider.com: Taylor Mann is not your typical fund manager. The twenty-six year old Texas A&M graduate manages Pine Capital in Larue, Texas (population 160), where he resides with his three-year old daughter. Also atypical compared with many of the largest funds out there, Mann makes

  4. People - Mariner Investment’s co-CIO Williams to leave $5.5bn firm, IOOF hires new alternatives portfolio manager[more]

    Mariner Investment’s co-CIO Williams to leave $5.5bn firm From Bloomberg.com: Basil Williams, co-chief investment officer of Mariner Investment Group, is leaving the $5.5 billion hedge-fund firm after negotiations to renew his contract failed. Williams will stay in his role until t

  5. Hedge Fund Due Diligence Exchange offers complete due diligence reports at $1500[more]

    Matthias Knab, Opalesque: HFDDX is offering complete alternative investment due diligence reports at $1500 US. Industry professionals can simply go to www.hfddx.com and indicate their interest in sponsoring one or more DD Reports for $1500 each.