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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.


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