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Managed Futures Funds Bank a Solid 0.92% Return in October

CTAs Up an Average of 6% Overall in 2021

Managed Futures funds gained some steam in October, returning 0.92% for the month. October’s gains contributed to a +6.00% year-to-date return for the industry through the end of the month, both facts according to the Barclay CTA Index, compiled by BarclayHedge, a division of Backstop Solutions.

All but one CTA subsector was in the black for October. They were led by the Cryptocurrency Traders Index with a +22.57% return. The MPI Barclay Elite Systematic Traders Index gained +2.58% on the month, the Diversified Traders Index returned +1.20%, the Discretionary Traders Index was up +1.04%, and the Systematic Traders Index advanced +0.99%.

The Currency Traders Index was the lone sub-sector losing ground in October, down a modest -0.13% for the month.

All sectors but one gained ground for the year to date as well. The Cyptocurrency Traders Index was up +165.91% through October, the MPI Barclay Elite Systematic Traders Index gained +12.75%, the Discretionary Traders Index advanced +9.04%, the Diversified Traders Index was up +8.28% and the Agricultural Traders Index returned +5.47%.

The Financial & Metals Traders Index was the sole sector struggling with a year-to-date loss, down -0.26% through October.

“Cryptocurrency markets flipped back into mania mode in October as Bitcoin leaped back over $60,000 for the first time in six months and several other coins reached new highs” said Ben Crawford, Head of Research at BarclayHedge. “Meanwhile, oil prices hit a seven-year high during the month, while prices rose for other key commodity sectors as well. Significant and accumulating interest in hedging costs and locking-in prices created numerous attractive opportunities for commodity speculators throughout October.”

The Barclay BTOP50 Index, which tracks the performance of the largest CTAs open for new investment, returned +3.18% in October. For the year to date the BTOP50 was up +11.20%.

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