Tue, May 17, 2022
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index gains 0.16% in April

Tuesday, May 23, 2017
Opalesque Industry Update - Managed futures traders gained 0.16% in April according to the Barclay CTA Index compiled by BarclayHedge. Year to date, the Index remains down 0.66%.

Five of Barclay's CTA indices had gains in April, while three had losses. Currency Traders were up 0.40%, Financial/Metals Traders gained 0.33%, Systematic Traders added 0.20%, and Diversified Traders eked out a 0.03% gain.

The Agricultural Traders Index lost 0.38% in April, and Discretionary Traders were down 0.11%.

"Another month of rising equity prices generated profits for many CTAs," says Sol Waksman, founder and president of BarclayHedge.

"At the same time, an unanticipated rally in US Treasuries in the face of an ongoing commitment from the Fed to raise rates, coupled with counter-trend US Dollar weakness against the Euro and British Pound took some of the bloom off the rose."

In 2017, there is a clear divergence in the performance of managed futures strategies. After four months, the Financial/Metals Traders Index has gained 1.34%, Currency Traders are up 1.19%, and Agricultural Traders have gained 0.27%.

On the other hand, Diversified Traders are down 2.34%, Systematic Traders have lost 0.99%, and Discretionary Traders have given up 0.47%.

The Barclay BTOP50 Index, which monitors the largest investable trading advisor programs, lost 0.57% in April and is down 2.17% year to date.

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. Opalesque Exclusive: Long/short equity hedge fund with bear market experience has a winning quarter[more]

    B. G., Opalesque Geneva: Experience during a Russian bear market lasting five years enabled Christian Putz to identify certain investment patterns in the market which he now applies to his current investment strategy. London-based ARR Inv

  2. Schroders acquires European renewable infrastructure manager Greencoat Capital[more]

    Laxman Pai, Opalesque Asia: British multinational asset management company Schroders has completed the acquisition of a 75% shareholding in Greencoat Capital, one of Europe's largest investment managers dedicated to the high-growth renewable infrastructure market. The remaining 25% is owned by Gr

  3. Opalesque Exclusive: Global equity manager focuses on symbiotic value chains[more]

    B. G., Opalesque Geneva: A global equity manager has made a point of focusing on the phenomenon of shrinking supply chains and avoiding zero-sum business models. London-based Tollymore Investment Partners is a private partnersh

  4. Satori Capital intros energy transition fund, a long/short equity strategy[more]

    Laxman Pai, Opalesque Asia: Dallas-based alternatives manager founded on the principles of conscious capitalism, Satori Capital has launched Satori Environmental, a long/short equity strategy that primarily invests in securities impacted by the global energy sector's shift from fossil-based s

  5. The Big Picture: With the war, E, S, and G have collectively moved back to the fore[more]

    B. G., Opalesque Geneva: In this interview, Dr. Patrick Welton, founder and CIO of Welton Investment Partners, offers his observations on the major macro themes expected to affect the comm