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Hedge Funds, CTAs, Positive in August

Hedge funds and CTAs provided positive returns in August according to Backstop BarclayHedge, the firm’s Hedge Fund Index was up 2.38% on the month, while its CTA Index rose 0.24%

Just four of the 30 hedge fund sub-indices were negative on the month, the worst performer being Emerging Markets Latin American Equities at -2.52%. Conversely, the Emerging Markets Asian Equities Index led the way in August, rising 5.04%. The Global Macro Index was +1.37%, and Multi-Strategy was +1.2%.

Year-to-date, 12 sub-indices remain in negative territory with the EM Latin American Equities Index worst performer at -13.85%, while the Technology Index is best performer at +15.89%.

Life was tougher for CTAs with the overall Barclay CTA Index rising 0.24% with half of the eight sub-indices in positive territory. Once again, the Cryptocurrency Traders Index provided spectacular returns at +15.46% on the month – after eight months the Index is up 82.01% for the year – while the Currency Traders Index fell 0.88%. Discretionary Traders rose 1.09% while Systematic Traders fell 0.22%.

Year-to-Date, somewhat ironically, only the MPI Barclay Elite Systematic Traders is in the red, at -3.82%. Aside from the aforementioned returns from cryptocurrency traders, the Currency Traders Index is +4.88% year-to-date, with Discretionary Traders +5.16% and Systematic Traders +3.18%.

Colin Lambert

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