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In a World Besmirched by Plague, Pestilence and War, Managed Futures Funds Shine

MPI Barclay Elite Systematic Traders Up 11.47% in Tumultuous 2022


The managed futures industry produced a fourth consecutive month in the black in March, returning 2.15% for the month, according to the Barclay CTA Index, compiled by BarclayHedge, a division of Backstop Solutions.

For the year-to-date interval, the Barclay CTA Index was up 3.97%.

The MPI Barclay Elite Systematic Traders Index surged 6.09% in March, bringing its quarterly haul to 11.47%. The Cryptocurrency Traders Index recovered some ground, picking up 7.39%. Yet despite a strong showing in March, the sector remains down -7.09% for the year.

Most other CTA sectors enjoyed robust on the month, including the Diversified Traders Index 2.61%; the Systematic Traders Index 2.59%; and the Discretionary Traders Index up 1.68%. The Agricultural Traders Index eked out a 12 basis-point return for March.

Only the Currency Traders Index suffered a loss, dropping -21 basis points in March.

For the year-to-date period, the laurels undoubtedly go to the MPI Barclay Elite Systematic Traders Index which turned in an impressive 11.47% return. Attractive performance was also on display from the Diversified Traders Index and the Discretionary Traders Index which put up 6.56% and 5.38% quarterly returns respectively. These were closely followed by the Systematic Traders Index which turned in its own respectable 4.10% result.

Forex traders have had some difficulties getting on the right foot so far in 2022. Cryptocurrency traders notwithstanding, the Currency Traders Index was the only traditional managed futures sector in the red for Q1 2022: It showed a -0.58% cumulative loss. The Cryptocurrency Traders Index also showed a performance deficit on the year-to-date period (-7.09%), this despite a solid showing in March.

“Managed futures funds continued to make the most of volatile conditions in March, with gains across nearly every subsector,” said Ben Crawford, Head of Research at BarclayHedge. “As the sturm and drang of inflation, economic uncertainty and war in Europe dragged much of the market through the muck, CTA investors stayed clean and dry.”

The Barclay BTOP50 Index, which tracks the performance of the largest CTAs open for new investment, returned 6.50% in March. For the year to date the BTOP50 gained 9.31%.

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.



Janet Falk

(212) 677-5770