Tag: BarclayHedge

BarclayHedge

Barclay CTA Index Gains 0.16% in April

Managed futures traders gained 0.16% in April, according to the Barclay CTA Index compiled by BarclayHedge. Year-to-date, however, 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%.
The Barclay BTOP50 Index, which monitors the largest investable trading advisor programmes, lost -0.57% in April and is down -2.17% year to date.

CTAs Challenged by Divergent Trends

Managed futures traders lost -0.44% in March, according to the Barclay CTA Index, which is compiled by BarclayHedge. Year to date, the Index is currently down -0.75%.
Due to divergent trends, four of Barclay’s CTA indices recorded gains in March, while four had losses.
The Currency Traders Index was up 0.65%, Agricultural Traders gained 0.58%, Financial/Metals Traders were up 0.37%, and Discretionary Traders added 0.16%.
In the loss column, Diversified Traders were down -1.15%, and Systematic Traders gave up -0.68%.

Hedge Funds, CTAs Up in February

Managed futures traders gained 0.71% in February according to the Barclay CTA Index, which is compiled monthly by BarclayHedge. Year to date, the Index has decreased 0.02, however in February, Five of the eight CTA indices had gains. Meanwhile, hedge funds were up 0.99% in February according to the Barclay Hedge Fund Index, which is now up 2.38% after the first two months of 2017, its best start since 2013 when it had gained 2.77% by the end of February.