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Managed Futures Record Another Positive Month Returning 1.23% in September

CTAs Profitable in 8 of the Last 10 Months


The managed futures industry registered back-to-back months of gains in September with a 1.23% return, according to the Barclay CTA Index, compiled by BarclayHedge, a division of Backstop Solutions. The CTA industry has posted gains in eight of the past 10 months.

CTAs also increased their year-to-date gains to 9.13% as September ended.

Most managed futures subsectors were in positive territory in September led by the MPI Barclay Elite Systematic Traders Index, up 2.88%, followed by the Diversified Traders Index, returning 1.96%, and the Systematic Traders Index, gaining 1.89%. The Currency Traders Index advanced 1.05% in September while the Financial & Metals Traders Index returned 0.72%.

The two subsectors that lost ground in September were the Cryptocurrency Traders Index, down -5.31%, and the Discretionary Traders Index, off -0.37%.

All but one subsector posted year-to-date gains through September. The MPI Barclay Elite Systematic Traders Index remained the pacesetter, returning 20.98%, while the Diversified Traders Index was up 13.50%, the Systematic Traders Index gained 10.88%, the Discretionary Traders Index advanced 8.68% and the Currency Traders Index gained 7.94%.

Again in September, the lone CTA subsector losing ground for the year-to-date was the Cryptocurrency Traders Index, down -39.60%.

The Barclay BTOP50 Index, which tracks the performance of the largest CTAs open for new investment, returned 4.15% in September. For the year to date, the BTOP50 gained 18.88%.

“As equity markets plummeted in September, managed futures again demonstrated their value as a diversifying asset class,” said Ben Crawford, head of research at BarclayHedge. “In a year in which gains have been scarce and losses humbling, CTAs have delivered steadily. Consider: CTAs are outperforming the Barclay Hedge Fund Index by nearly +21% on the year and ahead of the S&P500 Total Return Index by almost +34%. The largest CTAs, those representing at least 50% of the AUM of the industry as measured by the Barclay BTOP50 Index, are outpacing the Barclay Hedge Fund Index by +30% and the S&P500 Total Return Index by almost +43%.”

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

About Backstop BarclayHedge

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Malea Lydon

BackBay Communications