Tue, Oct 21, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index loses 0.54% in January; trend reversals in major markets drive losses

Wednesday, February 19, 2014
Opalesque Industry Update - Managed futures lost 0.54% in January according to the Barclay CTA Index compiled by BarclayHedge. The Index lost 1.46% in 2013.

“Gains in the last three months of 2013 were fueled by uptrends in interest rates and equities, along with downtrends in precious metals and the Japanese yen," says Sol Waksman, founder and president of BarclayHedge.

“At the beginning of 2014, investor sentiment turned and these trends all reversed, sending managed futures performance down in January."

Seven of Barclay’s eight CTA indices lost ground in January. The Diversified Traders Index was down 0.88%, Systematic Traders lost 0.84%, Financial & Metals Traders gave up 0.52%, and Discretionary Traders were down 0.26%.

“Sixty-three percent of CTAs that have reported January returns have incurred losses on the month,” says Waksman.

The only CTA sector with a gain in January was the Agricultural Traders Index, which had a positive return of 0.42%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 1.00% in January. The BTOP50 was up 0.72% in 2013.

BarclayHedge

Press Release

BM

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   

Banner

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. Opalesque Exclusive: What's next for trend followers?[more]

    Bailey McCann, Opalesque New York: New research out from Ibbotson touches on a key debate happening among investors and fund managers, specifically whether long term trend followers can survive in the new

  2. Commodities - Oil wreaking havoc on small-cap energy stocks sliding 36%[more]

    From Bloomberg.com: Owning almost anything in the U.S. stock market has been a losing proposition since September. Owning smaller energy companies has been a catastrophe. Hercules Offshore Inc. and Resolute Energy Corp. are among 19 oil-and-gas equities in the Russell 2000 Index that lost more than

  3. Investing - Hedge funds favor equity long/short, Strategic bond managers hedge against further high yield sell-off[more]

    Hedge funds favor equity long/short From Securitieslendingtimes.com: Equity long/short strategies will generate good returns for hedge funds in the future, according to a panel at this year’s Risk Management Association Conference on Securities Lending in Naples, Florida. Panellists Sand

  4. Legal - Ex-hedge fund analyst weeps as judge hands down 5 year sentence, Former Columbus investment manager Steven P. Moore indicted on theft charges, SEBI confirms ban for Hong Kong hedge fund, SEC announces enforcement action against compliance officer[more]

    Ex-hedge fund analyst weeps as judge hands down 5 year sentence From Hereisthecity.com: An ex-hedge fund analyst was sentenced to 5 years in prison for his role in insider-trading scheme. The New York Post reports that former hedge fund analyst Matthew Teeple was sentenced Thursday to fiv

  5. Sparx optimistic about outlook for Japan[more]

    Benedicte Gravrand, Opalesque Geneva: According to SPARX, there are causes to be optimistic about the outlook for the Japanese market and the country's economy in general. Sparx Asset Management is a Tokyo-based asset manager, part of