Mon, Jul 23, 2018
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index Falls 0.72% in September

Friday, October 13, 2017
Opalesque Industry Update - Managed futures traders fell back after two previous months of gains, losing 0.72% in September according to the flash estimate for the Barclay CTA Index compiled by BarclayHedge.

"The Fed's mid-month confirmation that it was unwinding QE precipitated trend reversals in bond yields, the US Dollar Index, and gold," says Sol Waksman, founder and president of BarclayHedge. "In spite of the ongoing rally in global equities, there were several treacherous crosscurrents in motion during September and successful navigation was difficult."

Agricultural (+0.40%), Discretionary (+0.27%) and Currency (+0.24%) all recorded modest gains for the month while Financials and Metals (-0.10%) was down slightly. Sharper losses were recorded in the Systematic (-0.99%) and Diversified (-1.31%) indices.

For the year, the Barclay CTA Index is down 1.26%. Agriculture is the best performing sector of the year with a gain of 2.60%. The Diversified Traders Index lags with a decline of 3.60%.

The Barclay BTOP50 Index, which focuses on the largest CTAs, fell by 1.98% for the month. Year to date through the end of September, the BTOP50 Index is down 4.03%.

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. Northern Trust combines private equity and hedge fund admin units[more]

    From GlobalCustodian: Northern Trust has merged its private equity and hedge fund administration businesses to create a new North America Alternative Fund Services unit. The new division will provide fund administration, accounting and data solutions to its global hedge funds, private equity manager

  2. 7 ETFs that act like a hedge fund[more]

    From US News: To say 2018 has been volatile for investors borders on understatement. The first quarter saw the CBOE Volatility Index spike. Stocks churned in Q2 as the Federal Reserve raised rates again and signaled continued tightening to come. And the third quarter is off to a choppy start, thanks

  3. Investing - Hedge funds circle around debt-binge firms, Hedge funds pin macro hopes more on U.S. yield[more]

    Hedge funds circle around debt-binge firms From Bloomberg.com: Hedge funds and private equity firms are positioning to profit from the collapse of companies in Europe that have binged on debt. Investors have built up their distressed debt businesses by the most in at least two years in t

  4. Funds of hedge funds are opening at a record pace in China[more]

    From Bloomberg: An investment offering that most of the world has shunned is suddenly all the rage in China, and money managers from UBS Group AG to SkyBridge Capital are moving to grab a slice of the bounty. Funds of hedge funds, which allocate client money across multiple managers, are opening

  5. Preqin: Hedge funds take a dip in June[more]

    From AI-CIO.com: Hedge funds tripped again in June, recording the asset class' third negative month, as gauged by the 2018 Preqin All-Strategies Hedge Fund benchmark. June saw a 0.5% loss for the benchmark, giving the standard its worst start to a year in more than a decade. That benchmark is barely