|
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%.
|




RSS



