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For the year to date, CTAs are up 1.61% through February 28th.

Most CTA subsectors were in the black for February, led by the MPI Barclay Elite Systematic Traders Index, which was up 2.55%. Also in positive territory for the month were the Discretionary Traders Index, gaining 1.58%, the Diversified Traders Index, advancing 1.57%, the Systematic Traders Index, up 0.78%, and the Agricultural Traders Index, returning 0.76%.

Subsectors losing ground during the month included the Cryptocurrency Traders Index, down -1.56% the Currency Traders Index, off -0.55%, and the Financial & Metal Traders Index, losing -0.25%.

Most managed futures subsectors posted year-to-date gains through February as well. Again, the MPI Barclay Elite Systematic Traders Index set the pace, gaining 5.07%. The Discretionary Traders Index returned 3.34%, the Diversified Traders Index advanced 2.73%, the Agricultural Traders Index gained 1.65%, the Systematic Traders Index was up 1.27% and the Financial & Metal Traders Index returned 0.03%.

Three subsectors are in the red so far in 2022: The Cryptocurrency Traders Index is down -13.74%, while the Currency Traders Index and the Financial & Metal Traders Index were down -16 bips and -5 bips, respectively.

"Geopolitical tensions, changing monetary policy and worries over economic slowdowns and stagflation have roiled markets and made for an exceedingly volatile start to 2022," remarked Ben Crawford, Head of Research at BarclayHedge. "While many markets appear to be in a clear downtrend, managed futures funds have largely taken the gloom and volatility in stride, generating a string of positive returns where gains have been hard to find elsewhere."

The Barclay BTOP50 Index, which tracks the performance of the largest CTAs open for new investment, was up 1.56% for February and gained 3.21% for the year to date.

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