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Barclay CTA Index Turns Upward for February but Still Down Year to Date; Energy Markets Continue Uptrend and Help Sectors Trading Oil to a Positive Month

FAIRFIELD, Iowa, March 20, 2019 – Managed futures posted positive results overall in February with a 0.30% return for the month according to the Barclay CTA Index, compiled by BarclayHedge, a division of Backstop Solutions. Despite February’s positive results, however, the index is down 0.12% year to date.

Five of the eight CTA sectors tracked in the Barclay CTA indices were in positive territory for February, though the agriculture and currency sectors were a drag on performance.

“CTA funds got in step with equity markets in February, and those able to sit out a week-long energy  reversal at the beginning of the month were rewarded by month-end,” said Sol Waksman, president of BarclayHedge.

The Cryptocurrency Traders Index led the way in February with a 5.09% return. Other gainers included the MPI Barclay Elite Systematic Traders Index with a 0.60% return, the Diversified Traders Index which returned 0.39% for the month, the Systematic Traders Index with a 0.26% return and Discretionary gaining 0.15%.

Sectors in negative territory for February included the Agricultural Traders Index which was down 0.34%, the Financial/Metals Traders Index which was off 0.33% for the month and the Currency Traders Index which lost 0.17%.

 “Although the Diversified, Systematic and Discretionary sectors were profitable in February, the specialist sectors; Agricultural, Financials, and Currency, didn’t fare as well. The difference was energy markets. The three specialist sectors don’t trade energy markets and consequently couldn’t benefit from the profitable trading opportunity afforded,” says Waksman.

Discretionary Traders was the only sector that posted a positive return through the year’s first two months, at 0.20%. On the other side of the coin, the Diversified Traders Index was down 1.08% through the first two months, the MPI Barclay Elite Systematic Traders Index was down 1.06% and the Systematic Traders Index was off 0.70%.

For a complete table of Barclay CTA Index results as well as historical data, click here.

About Backstop Solutions

Backstop’s mission is to help the institutional investment industry use time to its fullest potential. We develop technology to simplify and streamline otherwise time-consuming tasks and processes, enabling our clients to quickly and easily access, share, and manage the knowledge that’s critical to their day-to-day business success. Backstop provides its industry-leading cloud-based productivity suite to investment consultants, pensions, funds of funds, family offices, endowments, foundations, private equity, hedge funds, and real estate investment firms. BarclayHedge, a division of Backstop, currently maintains data on more than 6,900 hedge funds, funds of funds, and CTAs. The BarclayHedge Indices are utilized by institutional investors, brokerage firms, and private banks worldwide as performance benchmarks for the hedge fund and managed futures industries.


Sol Waksman

BarclayHedge, Ltd.

(641) 472-3456