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Barclay CTA Index Ekes Out 0.01% Gain in November; Large CTA Trader Losses Offset Sizeable Gains

FAIRFIELD, Iowa, December 19, 2018 — The flash estimate for the Barclay CTA Index, compiled by BarclayHedge, now a division of Backstop Solutions, 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%.

The BTOP50 Index, which is composed of the largest CTAs open to new investment, had an estimated 0.39% loss in November, and is down 5.27% for the year.

Through November, six Barclay CTA indices have losses in 2018, while three have gains.

Cryptocurrency Traders are down 63.14% for the year, and the MPI Barclay Elite Systematic Traders Index has lost 6.77%. The Diversified Traders Index is down 5.20%, Systematic Traders have lost 4.69%, while Financial and Metals Traders are down 4.25%.

On the positive side, Currency Traders have gained 4.41% in 2018, the Discretionary Traders Index is up 1.99%, and Agricultural Traders have a 0.22% return.

Click here to view 38 years of Barclay CTA Index data.

About BarclayHedge

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 is the global leader in providing independent, research-based information services to the alternative investment industry. Founded in 1985, Barclay currently maintains data on more than 6,900 hedge funds, funds of funds, and CTAs. No one has been in the business of collecting alternative investment data longer than BarclayHedge.

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


Sol Waksman

BarclayHedge, Ltd.

(641) 472-3456