Thu, Nov 13, 2025
A A A
Welcome Guest
Free Trial RSS pod
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index Gains 0.35% in December (-1.06% 2016)

Wednesday, January 25, 2017
Opalesque Industry Update - Managed futures traders gained 0.35% in December according to the Barclay CTA Index compiled by BarclayHedge. Overall, the Index lost 1.03% in 2016.

Seven of Barclay’s eight CTA indices gained ground in December. The Barclay Financial/Metals Index was up 1.06%, Currency Traders gained 0.45%, Systematic Traders were up 0.45%, Diversified Traders gained 0.37%, and Discretionary Traders added 0.31%.

“Although equity, commodity, and interest rate futures gained in December, there was enough dispersion of returns within sectors to keep fund profits at modest levels,” says Sol Waksman, founder and president of BarclayHedge.

The only losing strategy in December was the Agricultural Traders Index, which slipped 0.13%.

At the end of 2016, Agricultural Traders were down 2.49%, Diversified Traders lost 2.38%, Systematic Traders were down 1.47%, and Discretionary Traders gave up 0.82%.

Two CTA indices had positive returns in 2016. Currency Traders gained 1.73%, and the Financial/Metals Traders Index was up 1.72%.

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Previous Opalesque Exclusives                                  
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Global fintech investment slumps to seven-year low of $95.6bn[more]

    Laxman Pai, Opalesque Asia: Global fintech investment plummeted to $95.6 billion across 4,639 deals in 2024, marking its lowest level since 2017, as investors grappled with persistent macroeconomic challenges and geopolitical tensions, revealed a study. According to the Pulse of Fintech H2'

  2. Opalesque Exclusive: Private capital deal value climbed 19% in 2024[more]

    Bailey McCann, Opalesque New York: Private capital deal value climbed 19% in 2024, according to the latest data from the Global Private Capital Association. Growth was driven by big-ticket investments across Southeast Asia, Latin America and Central & Eastern Europe (CEE). Investor confidence

  3. Opalesque Roundup: Citco: 77% of hedge funds achieved positive returns in January 2025: hedge fund news[more]

    In the week ending February 21st, 2025, a report revealed that hedge funds enjoyed one of their best opening months this decade in January, as Equity and Multi-Strategy funds posted strong returns. Funds administered by the Citco group of companies (Citco) delivered a weighted average return of 4%,

  4. Opalesque exclusive: Permuto's new equity unbundling product to change investment model[more]

    Opalesque Geneva for New Managers: Here is a different way of owning stocks coming to you soon: the option of holding just the dividend portion of a stock, independent of its price movements. Or capturing the stock&

  5. Opalesque Exclusive: Hedge funds outperform mutual funds in managing extreme risk contagion - key insights for investors[more]

    Matthias Knab, Opalesque for New Managers: Hedge funds and mutual funds are among the most prominent vehicles for investors seeking growth and diversification. However, a critical question persists: which fund ty