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"Although the November return for the Index was right at zero percent, the dispersion of returns of the underlying funds was quite large, ranging from a high of plus 30.74 percent to a low of minus 40.40 percent," says Sol Waksman, founder and president of BarclayHedge.

Eight of the nine Barclay Managed Futures indices had a negative return in November.

Cryptocurrency Traders fell 22.64%, MPI Barclay Elite Systematic Traders lost 1.64%, Agricultural Traders were down 0.50%, and Discretionary Traders lost 0.25%.

The BTOP50 Index, which is composed of the largest CTAs open to new investment, had an estimated 0.39% loss in November, and is down 5.27% for the year.

Through November, six Barclay CTA indices have losses in 2018, while three have gains.

Cryptocurrency Traders are down 63.14% for the year, and the MPI Barclay Elite Systematic Traders Index has lost 6.77%. The Diversified Traders Index is down 5.20%, Systematic Traders have lost 4.69%, while Financial and Metals Traders are down 4.25%.

On the positive side, Currency Traders have gained 4.41% in 2018, the Discretionary Traders Index is up 1.99%, and Agricultural Traders have a 0.22% return.