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CTAs Limp Into Positive Territory: BarclayHedge
The flash estimate for the Barclay CTA Index, compiled by BarclayHedge indicates a small profit of 0.01% in November. Year to date, the Index is down 3.00%. “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%.

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