BarclayHedge Blog

FAIRFIELD, Iowa, February 17, 2010– Managed futures lost 1.48% in January according to the Barclay CTA Index compiled by BarclayHedge.

“Unanticipated appreciation of the US Dollar together with falling commodity and stock prices proved to be a toxic mix, resulting in January losses for 60 percent of CTAs,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Managed Futures Press Release by clicking here.

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, January 19, 2010 – Managed futures lost 1.43% in December and CTAs ended the year down 0.10% according to the Barclay CTA Index compiled by BarclayHedge.

“Unexpected trend reversals in December erased much of November’s profits,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Managed Futures Press Release by clicking here.

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, January 8, 2010 – BarclayHedge announced today the names of the twelve currency programs that will comprise the Barclay BTOP FX Index for the year 2010.

Launched in January 2005, the BTOP FX is the first daily index of currency traders and has monitored selected trader’s returns on a daily basis for the past five years.

“The BTOP FX Index seeks to replicate the overall composition of the currency sector of the managed futures industry with regard to trading style and overall market exposure,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Managed Futures Press Release by clicking here.

Labels: BarclayHedge press release, commodity trading advisor, CTA, managed futures

FAIRFIELD, Iowa, December 17, 2009–Managed futures gained 2.15% in November according to the Barclay CTA Index compiled by BarclayHedge.

“Fears of a default by Dubai World coupled with growing confidence that central bankers would keep interest rates low provided excellent profits for properly positioned interest rate trades,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Managed Futures Press Release by clicking here.

Labels: BarclayHedge press release, managed futures

By Hilary Till, Research Associate, EDHEC-Risk Institute and Principal, Premia Capital Management, LLC

In her paper she examines whether speculative position-taking has been excessive relative to commercial hedging needs in the exchange-traded oil derivatives markets over the past three years.

Download the full article here.

From the December 2009 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: Barclay Insider Report, Barclay Insider Report Guest Article, commodities, commodity trading advisor, CTA, managed futures

FAIRFIELD, Iowa, November 17, 2009– Although managed futures lost 0.77% in October according to the Barclay CTA Index compiled by BarclayHedge, assets under management have increased significantly in recent months.

“Even though the Barclay CTA Index is down 0.66% in 2009, assets under management in managed futures investments increased by $15.2 billion in the third quarter of 2009, to $212.6 billion,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Managed Futures Press Release by clicking here.

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, October 19, 2009– Managed futures gained 0.93% in September according to the Barclay CTA Index compiled by BarclayHedge.


“The Barclay CTA Index edged into positive territory for the year aided by September’s gain,” says Sol Waksman, founder and president of BarclayHedge. “The Index is now up 0.05 percent year-to-date.”

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, September 21, 2009– Managed futures gained 0.41% in August according to the Barclay CTA Index compiled by BarclayHedge.


“Investor optimism remained high in August as the rally in equity markets extended to six consecutive months,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Hedge Fund Press Release by clicking here.

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, August 17, 2009– Managed futures traders had mixed results in July, averaging out to a 0.06% loss according to the Barclay CTA Index compiled by BarclayHedge.

“Intra-month price reversals in major futures markets made for a difficult trading environment in July,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Hedge Fund Press Release by clicking here.

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, July 16, 2009– Managed futures continued their choppy performance in 2009, losing 0.87% in June according to the Barclay CTA Index compiled by BarclayHedge.

“The month began with a wave of optimism based on reported sightings of economic ‘green shoots’ in early June,” says Sol Waksman, founder and president of BarclayHedge.

“By month’s end however, investor doubts had resurfaced and the gains from rallies earlier in the month had turned to losses.”

Read the entire Hedge Fund Press Release by clicking here.

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, June 16, 2009– Managed futures traders performed well in May, gaining 2.08% according to the Barclay CTA Index compiled by BarclayHedge. Year-to- date, the Index remains down 0.54%.

“Commodity markets, led by the energy sector, rallied strongly during the month,” says Sol Waksman, founder and president of BarclayHedge. “A weakening US Dollar provided support to the rally and presented a sustained trend that currency traders could profit from.”

Read the entire Hedge Fund Press Release by clicking here.

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, May 14, 2009– Managed futures slipped again in April, losing 0.51% according to the Barclay CTA Index compiled by BarclayHedge. Year-to-date, the Index is down 2.34%.

“Directionless markets and conflicting trends made it difficult for CTAs to extract profits from trading positions in April,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Managed Futures Press Release by clicking here.

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, April 15, 2009– Managed futures slipped 1.16% in March according to the Barclay CTA Index compiled by BarclayHedge. The Index is now down 1.59% in 2009.

“The US Federal Reserve’s willingness to employ quantitative easing helped to drive interest rates and the US Dollar lower, while propelling prices for stocks and agricultural commodities higher,” says Sol Waksman, founder and president of BarclayHedge.

“Trend-followers, as a group, were on the wrong side of these markets when they changed direction mid-month.”

Read the entire Managed Futures Press Release by clicking here.

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, February 18, 2009– Managed futures were down 0.18% in February according to the Barclay CTA Index compiled by BarclayHedge.

“Conventional wisdom has determined that the economic recovery has been postponed until 2010,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Managed Futures Press Release by clicking here.

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, February 18, 2009– Despite an overall gain of 14.11% in 2008, Managed Futures slipped 0.13% in January according to the Barclay CTA Index compiled by BarclayHedge.

“After a very successful three-month run at the end of 2008, most CTAs had trouble getting traction in 2009,” says Sol Waksman, founder and president of BarclayHedge. . .

Read the entire Managed Futures Press Release by clicking here.

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, January 20, 2009– Managed futures gained 13.90% in 2008, according to the Barclay CTA Index compiled by BarclayHedge, the best annual performance for CTAs since their 21.02% return in 1990.

“A gain of nearly 14 percent clearly sets managed futures apart from the losses suffered by most hedge fund strategies and financial markets in 2008,” says Sol Waksman, founder and president of BarclayHedge.

“The Barclay CTA Index ended the year with a sprint, gaining 6.52 percent in the last three months of 2008.”

The Barclay Diversified Traders Index put in a strong showing in 2008, gaining 26.50%. Systematic Traders were up 18.11%, Discretionary Traders gained 12.55%, and the Financial/Metals Traders Index rose 10.48%.

“The large majority of CTAs utilize trend-following strategies,” says Waksman. “These strategies do not attempt to predict future prices, but rather identify trends. If prices are going up, then trend-followers are long. When prices are going down, they’re short.”

“Strong trends in all major market sectors offered CTAs some excellent trading opportunities in 2008. Commodity prices rallied in the first half of the year and sank in the second half. Equity prices lost ground throughout the year, and bond prices rose.”

In December, the Barclay CTA Index rose 1.02%. The Systematic Traders Index was up 1.43%, Diversified Traders gained 1.28%, and the Financial/Metals Index rose 0.96%.

The Barclay BTOP50 Index, which monitors performance of the largest traders, gained 1.02% in December and realized a 12.87% return for the year.

Click here to view 28 years of Barclay CTA Index data.

Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For quotes, commentary or background, call 641-472-3456 or email swaksman@barclayhedge.com.

BarclayHedge (formerly The Barclay Group) was founded in 1985 and actively tracks more than 6,600 hedge funds, funds of hedge funds, and managed futures programs. Barclay has created and regularly updates 18 proprietary hedge fund indexes and eight managed futures indexes.

Institutional investors, brokerage firms and private banks worldwide utilize BarclayHedge data as performance benchmarks for the hedge fund and managed futures industries.

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, December 16, 2008– Managed futures gained another 1.54% in November, according to the Barclay CTA Index compiled by BarclayHedge.

Through November the CTA Index has gained 12.69 percent, in stark contrast to a 21.27 percent loss for hedge funds and the 37.66 percent collapse in the S&P 500.

“CTAs appear to be on track to achieve their best annual performance since 1995 when the Barclay CTA Index gained 13.64 percent,” says Sol Waksman, founder and president of BarclayHedge.

In November, the Barclay Financial/Metals Index gained 1.98%, Systematic Traders were up 1.87%, and the Diversified Traders Index rose 1.84%.

“In response to sharp declines in growth, governments focused on deflation, lowered interest rates, and bond prices rallied,” says Waksman.

Barclay’s Diversified Traders Index has gained 24.54% year-to-date, Systematic Traders are up 16.50%, and Discretionary Traders have gained 12.17%.

“As the economy continued to slow, the down-trend in commodities was extended as demand and prices for energy products, base metals, and agricultural products all declined,” says Waksman.

“Traders that shorted stock index futures had been able to take substantial profits as the S&P 500 dropped to levels not seen in more than a decade.”

The Barclay BTOP50 Index, which monitors performance of the largest traders, gained 1.74% in November and is up 11.86% year-to-date.

Click here to view 28 years of Barclay CTA Index data.

Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For quotes, commentary or background, call 641-472-3456 or email swaksman@barclayhedge.com.

BarclayHedge (formerly The Barclay Group) was founded in 1985 and actively tracks more than 6,600 hedge funds, funds of hedge funds, and managed futures programs. Barclay has created and regularly updates 18 proprietary hedge fund indexes and eight managed futures indexes.

Institutional investors, brokerage firms and private banks worldwide utilize BarclayHedge data as performance benchmarks for the hedge fund and managed futures industries.

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, November 13, 2008 – Managed futures gained 3.38% in October, according to the Barclay CTA Index compiled by BarclayHedge.

“In October, investor concern turned from the financial sector to fear of a global recession,” says Sol Waksman, founder and president of BarclayHedge.

“Massive government intervention has had little effect on the major downward trends of the past several months.”

In October, the Barclay Diversified Traders Index jumped 6.06%. Diversified Traders have gained 20.82% in the first 10 months of 2008.

“Commodity prices continued to trend downward in October,” says Waksman. “The commodity-based CRB Index recorded its worst ever monthly decline, falling more than 22 percent.”

Systematic Traders gained 3.98% in October, Discretionary Traders were up 3.37%, and the Financial/Metals Index rose 3.12%.

“CTAs have performed remarkably well in 2008, especially when compared with the losses we’re seeing in hedge funds and global equity markets,” says Waksman.

“The Barclay CTA Index is up 10.70% through October, in contrast to a 19.34% loss for the Barclay Hedge Fund Index, and a 32.84% drop in the S&P 500.”

The Barclay BTOP50 Index, which monitors performance of the largest traders, rose 3.90% in October, and is now up 9.43% for the year.

Click here to view 28 years of Barclay CTA Index data.

Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For quotes, commentary or background, call 641-472-3456 or email swaksman@barclayhedge.com.

BarclayHedge (formerly The Barclay Group) was founded in 1985 and actively tracks 6,700 hedge funds, funds of hedge funds, and managed futures programs. Barclay has created and regularly updates 18 proprietary hedge fund indexes and 8 managed futures indexes.
Institutional investors, brokerage firms and private banks worldwide utilize BarclayHedge data as performance benchmarks for the hedge fund and managed futures industries.

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, October 9, 2008 –Managed futures gained 0.68% in September, according to the Barclay CTA Index compiled by BarclayHedge.

“As the financial crisis continued to wreak havoc across global equity markets, trend-following CTAs were able to profit from short positions in stock index futures,” says Sol Waksman, founder and president of BarclayHedge.

In September, the Barclay Systematic Traders Index gained 1.94%, Diversified Traders were up 1.56%, and the Financial/Metals Index rose 1.07%.

“Most commodity prices have been in decline since mid-August,” says Waksman. “CTAs, on balance, are currently short these markets, and the price declines were another source of profits for the month.”

“Global fixed income was a difficult area for many traders in September. The US rescue plan resulted in large counter-trend moves in the interest rate markets.”

The Barclay CTA Index is up 7.86 percent through September, in stark contrast to a 19.29 percent decline in the S&P 500.

All eight of the managed futures indices monitored by BarclayHedge have positive returns in 2008. The Diversified Traders Index is up 14.15% after three quarters, Agricultural Traders have gained 10.73%, Systematic Traders are up 9.21%, and Discretionary Traders have gained 9.05%.

The Barclay BTOP50 Index, which monitors performance of the largest traders, rose 0.28% in September. The BTOP50 is now up 6.45% for the year.

Click here to view 28 years of Barclay CTA Index data.

Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For quotes, commentary or background, call 641-472-3456 or email swaksman@barclayhedge.com.

BarclayHedge (formerly The Barclay Group) was founded in 1985 and actively tracks 6,800 hedge funds, funds of hedge funds, and managed futures programs. Barclay has created and regularly updates 18 proprietary hedge fund indices and eight managed futures indices.

Institutional investors, brokerage firms and private banks worldwide utilize BarclayHedge data as performance benchmarks for the hedge fund and managed futures industries.

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, September 18, 2008 – Managed futures held steady in August, posting a small gain of 0.11% according to the Barclay CTA Index compiled by BarclayHedge. Year to date, the index is up 7.17%.

"Inflation fears moderated in August as commodity prices corrected and the global economy showed signs of slowing," says Sol Waksman, founder and president of BarclayHedge.

"Bond prices rose and traders holding long positions in North American and Australian markets were able to profit nicely."

Six of Barclay’s eight managed futures indices were in positive territory in August. The Discretionary Traders Index rose 0.25%, Diversified Traders were up 0.25%, and Currency Traders gained 0.20%.

Agricultural Traders had the weakest performance in August, losing 0.52%.

"Agricultural traders were caught flat-footed as prices for corn and soybeans, which had been in a sustained downtrend since the beginning of July, rallied at mid-month," says Waksman.

The Barclay BTOP50 Index, which monitors performance of the largest traders, lost 1.52% in August, but remains up 6.59% for the year. Since the beginning of September, the BTOP50 has gained 1.35%.

Through August, Barclay’s Diversified Traders Index leads all managed futures strategies with a gain of 12.42%.

Click here to view 28 years of Barclay CTA Index data.

Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For more commentary or background, call 641-472-3456 or email swaksman@barclayhedge.com.

BarclayHedge (formerly The Barclay Group) was founded in 1985 and actively tracks more than 6,800 hedge funds, funds of hedge funds, and managed futures programs. Barclay has created and regularly updates 18 proprietary hedge fund indexes and eight managed futures indexes.

Institutional investors, brokerage firms and private banks worldwide utilize Barclay’s data as performance benchmarks for the hedge fund and managed futures industries.

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, August 18, 2008– Managed futures slipped in July, losing 2.37% according to the Barclay CTA Index compiled by BarclayHedge.

Year-to-date, the Barclay CTA Index is up 7.58%, outpacing most hedge fund strategies and equity markets.

“Price reversals in energy, metals, and agricultural markets were the primary causes of losses in July,” says Sol Waksman, founder and president of BarclayHedge.

“Corn prices dropped 20 percent, Natural Gas plunged 32 percent, and Crude Oil dropped $30 from its July 11th high.”

Seven of Barclay’s eight managed futures indices had losses in July. Diversified Traders dropped 4.31%, Systemic Traders fell 2.91%, Discretionary Traders lost 1.26%, and Financial and Metals Traders were down 1.24%.

“The financial markets were also difficult to navigate in July,” says Waksman. “Collapsing commodity prices focused investor concerns on a weakening economic environment and away from fears of inflation.”

The Barclay BTOP50 Index, which monitors performance of the largest traders, lost 1.48% in July, but remains up 6.80% in 2008.

Click here to view 28 years of Barclay CTA Index data.

Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For more commentary or background, call 641-472-3456 or email swaksman@barclayhedge.com.

BarclayHedge (formerly The Barclay Group) was founded in 1985 and actively tracks more than 6,800 hedge funds, funds of hedge funds, and managed futures programs. Barclay has created and regularly updates 18 proprietary hedge fund indexes and eight managed futures indexes. Institutional investors, brokerage firms and private banks worldwide utilize Barclay’s data as performance benchmarks for the hedge fund and managed futures industries.

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, July 16, 2008 – Managed futures continue to perform strongly in 2008, gaining 1.89% in June according to the Barclay CTA Index compiled by BarclayHedge.
The Barclay CTA Index has risen 8.88% in the first six months of 2008.

“The same trends responsible for increasing bearish sentiment in the financial markets have in many cases opened the door to profits for momentum-based futures traders,” says Sol Waksman, founder and president of BarclayHedge.

“Traders have found opportunities in declining stock prices, rising inflation, U.S. Dollar weakness and higher commodity prices.”

All of Barclay’s eight managed futures indices had positive returns in June. The Barclay Agricultural Traders Index jumped 4.58%, Diversified Traders gained 3.46%, and Systemic Traders were up 2.10%.

“Heavy rains and flooding have reduced crop yields in the U.S., driving prices higher and giving a boost to CTAs trading the agricultural markets,” says Waksman.

Barclay’s Diversified Traders Index has gained 15.85% during the first six months of 2008.
“Diversified traders have been able to benefit from a confluence of sustained trends in several of the major market sectors,” says Waksman.

“Traders usually don’t have these many profitable opportunities occurring simultaneously. Consequently, we are seeing an increase in fund launches in the commodity sector.”

The Barclay BTOP50 Index, which monitors performance of the largest traders, rose 2.10% in June, and is up 8.34% year to date.

Click here to view 28 years of Barclay CTA Index data.

Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For more commentary or background, call 641-472-3456 or email swaksman@barclayhedge.com.

BarclayHedge (formerly The Barclay Group) was founded in 1985 and actively tracks more than 6,800 hedge funds, funds of hedge funds, and managed futures programs. Barclay has created and regularly updates 18 proprietary hedge fund indexes and eight managed futures indexes. Institutional investors, brokerage firms and private banks worldwide utilize Barclay’s data as performance benchmarks for the hedge fund and managed futures industries.

Labels: BarclayHedge press release, managed futures

Commodity Trading Advisor performance for May as measured by the Barclay CTA Index averaged +0.32%. June’s estimate based on the performance of the Barclay BTOP50 Index is +2.10%.

Hedge funds had a positive month in May reflected by gains in seventeen of our eighteen indices. The average return for the 3,008 hedge funds (ex. FoFs) that have so far reported a May return is +1.80%. The estimates for June, along with the number of funds reporting for each of our 18 sectors can be found at the link below. These indices are being continually updated as current returns for the underlying hedge funds are recorded into our system. As of this writing, 12 of 18 hedge fund sectors are showing negative returns for June.

Hedge Fund Indices and Managed Futures Indices

From the July 2008 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: Barclay Insider Report, commodity trading advisor, managed futures

FAIRFIELD, Iowa, June 18, 2008 – Managed futures turned positive again in May, gaining 1.37% according to the Barclay CTA Index compiled by BarclayHedge.

“Both rising and falling commodity prices helped propel CTAs to another profitable month,” says Sol Waksman, founder and president of BarclayHedge.

“Prices for crude oil and gasoline continued an uninterrupted uptrend, and most traders held onto their profitable long positions.”

All eight BarclayHedge managed futures indices were positive in May. The Diversified Traders Index was up 1.73%. Diversified Traders have gained an impressive 13.53% in the first five months of 2008.

“In addition to taking advantage of favorable commodity markets, CTAs trading diversified portfolios were able to profit from a steepening yield curve in the U.S., rising stock prices in North American markets, and a strengthening of the Aussie dollar,” says Waksman.

The Barclay Systematic Traders Index gained 1.28% in May, Financial and Metals Traders rose 0.91%, Discretionary Traders were up 0.83%, and Agricultural Traders gained 0.65%.

“Wheat prices continued to fall due to a favorable harvest outlook, while soybean prices rose reflecting the negative expectations for this year’s crop.”

The Barclay CTA Index has risen 7.93% in the first five months of 2008, exceeding its 7.64% gain for all of 2007.

The Barclay BTOP50 Index, which monitors performance of the largest traders, rose 1.29%, and is up 5.66% through the end of May. Click here to view 28 years of Barclay CTA Index data.

Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For more commentary or background, call 641-472-3456 or email swaksman@barclayhedge.com.

BarclayHedge (formerly The Barclay Group) was founded in 1985 and actively tracks more than 6,800 hedge funds, funds of hedge funds, and managed futures programs. Barclay has created and regularly updates 18 proprietary hedge fund indexes and eight managed futures indexes. Institutional investors, brokerage firms and private banks worldwide utilize Barclay’s data as performance benchmarks for the hedge fund and managed futures industries.

Labels: BarclayHedge press release, managed futures

Commodity Trading Advisor performance for April as measured by the Barclay CTA Index averaged -0.40%. May’s estimate based on the performance of the Barclay BTOP50 Index is +1.29%.

Hedge funds had a positive month in April reflected by gains in seventeen of our eighteen indices. The average return for the 3,036 hedge funds (ex. FoFs) that have so far reported an April return is +1.92%. The estimates for May, along with the number of funds reporting for each of our 18 sectors can be found at the link below. These indices are being continually updated as current returns for the underlying hedge funds are recorded into our system. As of this writing, 17 of 18 hedge fund sectors are showing positive returns for May.

Hedge Fund Indices and Managed Futures Indices

From the April 2008 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: Barclay Insider Report, commodity trading advisor, hedge funds, managed futures

FAIRFIELD, Iowa, May 13, 2008 – Managed futures couldn’t find a direction in April, losing 0.27% according to the Barclay CTA Index compiled by BarclayHedge.

“Several profitable trends of the past few months reversed in April,” says Sol Waksman, founder and president of BarclayHedge.

“Growing confidence that the worst of the credit crisis may be behind us spurred a decline in prices for fixed income instruments as interest rate markets shifted their attention to inflationary concerns.”

Diversified Traders lost 0.74% in April, Systematic Traders were down 0.59%, and Financial and Metals Traders slid 0.56%.

“Although prices for precious metals declined sharply after mid-month, energy prices continued their advance,” says Waksman.

Agricultural Traders gained 1.14%, Discretionary Traders were up 0.20%, and Currency Traders rose 0.08%.

“The US Dollar, which has been in a five-year decline, staged a recovery in April. The rally was fueled by the belief that rate cuts by the Fed may be at an end.”

The Barclay BTOP50 Index, which monitors performance of the largest traders, lost 1.31% in April, but remains up 4.67% through the end of April.

Click here to view 28 years of Barclay CTA Index data.

Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For more commentary or background, call 641-472-3456 or email swaksman@barclayhedge.com.

BarclayHedge (formerly The Barclay Group) was founded in 1985 and actively tracks more than 6,800 hedge funds, funds of hedge funds, and managed futures programs. Barclay has created and regularly updates 18 proprietary hedge fund indexes and eight managed futures indexes. Institutional investors, brokerage firms and private banks worldwide utilize Barclay’s data as performance benchmarks for the hedge fund and managed futures industries.

Labels: BarclayHedge press release, managed futures

FAIRFIELD, Iowa, April 10, 2008 – Managed futures lost 0.36% in March according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 7.09% for the first quarter of 2008.

“Nearly 57 percent of the CTAs on our platform were profitable in March,” says Sol Waksman, founder and president of BarclayHedge.

“This is a significant achievement, considering the abrupt price reversals in commodity markets on March 19th, when crude oil dropped 4.5 percent and gold fell 5.9 percent in one day.”
Agricultural Traders lost 3.51% in March, and Discretionary Traders were down 0.91%.

“The challenge that agricultural traders face is that there are limited opportunities for diversification within an agricultural portfolio,” says Waksman.

“Despite the fact that most grains have been in a sustained uptrend for the past 18 months, agricultural traders can still be hurt when prices across the sector drop suddenly.”
Although Diversified Traders lost 0.99% in March, the Index has returned 13.92% in the first three months of 2008.

Barclay’s Currency Traders Index gained 0.56% in March, and Financial/Metals Traders rose 0.23%.

“Continued divergence between interest rates in the US and Europe has created profitable trading opportunities in the financial markets,” says Waksman.

“This interest rate divergence has also helped to drive the U.S dollar down, marking new lows against both the euro and the Japanese yen, and providing currency traders with opportunities to profit.”

The Barclay BTOP50 Index, which monitors performance of the largest traders, slipped 0.52% in March, but is still up 4.96% for the quarter.

Click here to view 28 years of Barclay CTA Index data.

Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For more commentary or background, call 641-472-3456 or email swaksman@barclayhedge.com.

BarclayHedge, formerly known as The Barclay Group, was founded in 1985, and actively tracks more than 6,600 hedge funds, fund of hedge funds, and managed futures programs. Barclay has created and regularly updates 18 proprietary hedge fund indexes and eight managed futures indexes. Institutional investors, brokerage firms and private banks worldwide utilize Barclay’s data as performance benchmarks for the hedge fund and managed futures industries.

Labels: BarclayHedge press release, managed futures

Commodity Trading Advisor performance for December as measured by the Barclay CTA Index averaged +2.07%. February’s estimate based on the performance of the Barclay BTOP50 Index is +3.97%.

Hedge funds had a down month in January reflected by losses in fifteen of our eighteen indexes. The average return for the 2978 hedge funds (ex. FoFs) that have so far reported a January return is -3.24%. The estimates for February, along with the number of funds reporting for each of our 18 sectors can be found at the link below. These indices are being continually updated as current returns for the underlying hedge funds are recorded into our system. As of this writing, 16 of 18 hedge fund sectors are showing positive returns for February.

Hedge Fund Indices and Managed Futures Indices

From the June 2008 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: Barclay Insider Report, commodity trading advisor, managed futures

Commodity Trading Advisor performance for December as measured by the Barclay CTA Index averaged +2.07%. February’s estimate based on the performance of the Barclay BTOP50 Index is +3.97%.

Hedge funds had a down month in January reflected by losses in fifteen of our eighteen indexes. The average return for the 2978 hedge funds (ex. FoFs) that have so far reported a January return is -3.24%. The estimates for February, along with the number of funds reporting for each of our 18 sectors can be found at the link below. These indices are being continually updated as current returns for the underlying hedge funds are recorded into our system. As of this writing, 16 of 18 hedge fund sectors are showing positive returns for February.

Hedge Fund Indices and Managed Futures Indices

From the March 2008 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: Barclay Insider Report, commodity trading advisor, hedge funds, managed futures

Commodity Trading Advisor performance for December as measured by the Barclay CTA Index averaged +2.07%. February’s estimate based on the performance of the Barclay BTOP50 Index is +3.97%.

Hedge funds had a down month in January reflected by losses in fifteen of our eighteen indexes. The average return for the 2978 hedge funds (ex. FoFs) that have so far reported a January return is -3.24%. The estimates for February, along with the number of funds reporting for each of our 18 sectors can be found at the link below. These indices are being continually updated as current returns for the underlying hedge funds are recorded into our system. As of this writing, 16 of 18 hedge fund sectors are showing positive returns for February.

Hedge Fund Indices and Managed Futures Indices

From the February 2008 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: Barclay Insider Report, commodity trading advisor, hedge funds, managed futures

Commodity Trading Advisor performance for December as measured by the Barclay CTA Index averaged +1.24%. January’s estimate based on the performance of the Barclay BTOP50 Index is +0.84%.

Hedge funds had a positive month in December reflected by gains in fourteen of our eighteen indexes. The average return for the 3005 hedge funds (ex. FoFs) that have so far reported a December return is +0.55%. The estimates for January, along with the number of funds reporting for each of our 18 sectors can be found at the link below. These indices are being continually updated as current returns for the underlying hedge funds are recorded into our system. As of this writing, 14 of 18 hedge fund sectors are showing negative returns for January.
Hedge Fund Indices and Managed Futures Indices

From the February 2008 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: Barclay Insider Report, commodity trading advisor, managed futures