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Barclay CTA Index Down 1.27% in April (+2.22% YTD)

Monday, May 18, 2015
Opalesque Industry Update - Managed futures traders lost 1.27% in April according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 2.22% year to date.

“Sharp trend reversals in commodity and bond markets, coupled with a rapid unanticipated decline in the value of the US Dollar, led the Barclay CTA Index to its worst month since May 2013, when it dropped 1.58 percent,” says Sol Waksman, founder and president of BarclayHedge.

All eight of Barclay’s CTA indices had losses in April. The Diversified Traders Index was down 2.07%, Systematic Traders lost 1.58%, Discretionary Traders were down 0.26%, and Currency Traders gave up 0.23%.

After four months in 2015, seven CTA Indices still have a positive return. The Financial/Metals Traders Index is up 3.32%, Currency Traders have gained 3.24%, Systematic Traders are up 1.95%, and the Diversified Traders Index has added 1.77%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 2.82% in April. The BTOP50 is up 1.97% through the end of April.

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