Tue, Apr 28, 2015
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. U.S. does not want hedge funds to invest in offshore re-insurers for tax purposes[more]

    Komfie Manalo, Opalesque Asia: The U.S. Treasury Department on Thursday introduced a new rule aimed at limiting hedge funds’ ability to reduce their tax bills by investing in insurance companies in offshore tax havens. As a general rule, the U.S. tax laws does not allow hedge funds to use off

  2. Ruling: Hedge funds suing Argentina can have access to bond offering details[more]

    Komfie Manalo, Opalesque Asia: U.S. District Judge Thomas Griesa in Manhattan ruled yesterday that hedge funds are entitled to details of a recent bond offering by Buenos Aires, reports

  3. Hedge funds looking to continue their rally in Q2[more]

    Komfie Manalo, Opalesque Asia: Hedge funds finished the first quarter on a strong note and are looking to continue the rally in the second quarter, said Lyxor Asset Management in its Weekly Brief. The Lyxor Hedge Fund Index is up 0.4% over the week

  4. Hedge funds down -0.17% in March (+1.23%YTD)[more]

    Bailey McCann, Opalesque New York: The hedge fund industry produced an aggregate return of –0.17% in March to end Q1 2015 up 1.23%, compared to the S&P 500 which increased 0.96%, according to the latest data from eVestment. Hedge fund performance returns were mixed in March amid increased equity

  5. Fund managers express concern of overvaluation in both equity and bond markets[more]

    Komfie Manalo, Opalesque Asia: According to the BofA Merrill Lynch Fund Manager Survey, investors see growing overvaluations in both

 

banner