Sat, Mar 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. Other Voices: Does the hedge fund industry benefit society?[more]

    This article was authored by Don Steinbrugge, Chairman of Agecroft Partners, a US-based global consulting and third party marketing firm for hedge funds. It is no secret that the hedge fund industry is viewed negatively by a la

  2. Private credit comes into focus for investors[more]

    Bailey McCann, Opalesque New York: As investors look for a way out of the low yield/no yield environment, private credit is becoming an increasingly attractive asset class, according to a white paper from Bayshore Capital Advisors. Private credit has grown steadily since the financial crisis as

  3. Other Voices: The role of diversification in CTA portfolios[more]

    2014 brought a resurgence of managed futures strategies, or CTAs, which performed very well as a whole, outperforming all other hedge fund strategies. However, a closer look reveals that there was a wide range of performance, or return dispersion, across managers. The bottom line? Not all CTAs

  4. Neuberger Berman unit buys 20% stake in activist hedge fund Jana Partners for $2bn[more]

    Komfie Manalo, Opalesque Asia: Neuberger Berman’s unit Dyal Capital Partners bought a 20% stake in activist hedge fund firm Jana Partners worth $2bn, WSJ.com reports. The deal comes as activi

  5. Hedge fund launches fall again, $1bn funds found to outperform even smaller hedge funds[more]

    Komfie Manalo, Opalesque Asia: The number of new hedge fund launches fell again in 2014, the third consecutive year of decline, while fund liquidations saw their first drop since 2010, according to the latest HFR Market Microstructure Industry Report released by industry data provider HFR. Acc

 

banner