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Barclay CTA Index Loses 1.29% in October; Currency Profits Overcome by Losses in Equities, Interest Rates and Commodities

FAIRFIELD, Iowa, November 19, 2018 — The flash estimate for the Barclay CTA Index, compiled by BarclayHedge, indicates a 1.29% loss in October. Year to date, the Index is down 2.87%.

“Although many traders were able to profit from the US dollar’s strength against most of the major currencies, the profits were offset by losses in the equity, interest rate, and commodity sectors,” says Sol Waksman, founder and president of BarclayHedge. “Seventy percent of CTA funds posted losses in October.”

Six of Barclay’s Managed Futures indices lost ground in October, while three had gains.

Cryptocurrency Traders gave up 3.62% in October, MPI Barclay Elite Systematic Traders lost 3.15%, Diversified Traders were down 2.32%, the Systematic Traders Index lost 1.93% and Financial/Metals Traders dropped 0.43%.

The Currency Traders Index had the largest gain in October, achieving a 0.89% return. Discretionary Traders were up 0.31% and Agricultural Traders rose 0.20%.

The BTOP50 Index, which is composed of the largest CTAs open to new investment, had an estimated 2.37% loss in October, and is down 4.83% for the year.

Through October, six Barclay CTA indices have losses, and three have positive returns.

Cryptocurrency Traders are down 51.56% for the year, and the MPI Barclay Elite Systematic Traders Index has lost 5.20%. The Diversified Traders Index is down 4.96%, Systematic Traders have lost 4.47%, while Financial and Metals Traders are down 4.08%.

On the positive side, Currency Traders have gained 4.62% in 2018, the Discretionary Traders Index is up 2.09%, and Agricultural Traders have gained 0.81%.

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