Wed, Sep 17, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index Gains 0.65% in October (-2.52% YTD)

Tuesday, November 19, 2013
Opalesque Industry Update - Managed futures gained 0.65% in October according to the Barclay CTA Index compiled by BarclayHedge. Year to date, the Index remains down 2.52%.

“A partial US government shutdown and another debt ceiling debate were able to temporarily stall, but not derail ongoing rallies in global equities and fixed income,” says Sol Waksman, founder and president of BarclayHedge.

Seven of the eight Barclay CTA indices had positive returns in October. The Systematic Traders Index was up 0.75%, Diversified Traders gained 0.65%, Financial & Metals Traders were up 0.51%, Agricultural Traders gained 0.48%, and Currency Traders added 0.37%.

“Low eurozone CPI numbers (0.7%) prompted concerns of European Central Bank easing and sparked a sell-off in the EUR from higher prices earlier in the month,” says Waksman.

“The yen continued to lose ground as the Bank of Japan’s commitment to quantitative easing remained firm.”

The one losing sector in October was Discretionary Traders, incurring a small loss of 0.10%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, gained a 1.21% in October. The BTOP50 has lost 1.12% in 2013.

Year to date, Agricultural Traders have gained 2.67%, and Currency Traders are up 0.53%.

The Diversified Traders Index has lost 3.93% in 2013, Systematic Traders are down 2.23%, and Discretionary Traders have lost 0.44%.

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 - Big hedge funds show interest in Alibaba, Maglan joins other hedge funds in rush to Argentinian assets[more]

    Big hedge funds show interest in Alibaba From Hereisthecity.com: …Three other major hedge fund investors who have shown interest in the IPO are Dan Loeb of Third Point, David Tepper of Appaloosa Management and Dan Benton of Andor Capital Management. All three were among the roughly 800 p

  2. Investors looking at other sources for hedge fund-like returns[more]

    Komfie Manalo, Opalesque Asia: Investors who are always on the lookout for higher gains are looking at alternative sources of income, particularly exchange-traded fund industry that generates hedge fund-like returns, according to

  3. Investors move capital out of Scotland ahead of referendum[more]

    Benedicte Gravrand, Opalesque Geneva: Ahead of Scotland’s independence referendum on September 18, asset managers, investors and pension savers are moving billions of pounds out of the country,

  4. Indices - Greenwich Global Hedge Fund Index up 1.57% in August (+4.22% YTD), Eurekahedge Hedge Fund Index rebounds in August gaining 1.36% (4.22%), Lyxor Hedge Fund Index was up 0.9% in August (YTD +1.7%)[more]

    Greenwich Global Hedge Fund Index up 1.57% in August (+4.22% YTD) The Greenwich Global Hedge Fund Index ended the month of August up +1.57%. Equity markets were up in August with the MSCI World Index up +2.00%. This was primarily driven by the performance of the S&P 500 which was up +4.

  5. Alpha Strategic buys stake in Premium Point Investments[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Alpha Strategic plc, a affiliate of