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Barclay CTA Index Up 0.54% in December; S&P Gains Provide Year-End Lift for CTAs

FAIRFIELD, Iowa, January 11, 2017 — The flash estimate for the Barclay CTA Index, compiled by BarclayHedge, indicates a 0.54% gain in December. The CTA Index ended 2017 with a 0.69% gain.

“December’s 1.11% rise in the S&P 500 Index extended its unprecedented winning streak to fourteen consecutive months and helped push trend trader’s returns a bit more into the black for 2017,” says Sol Waksman, founder and president of BarclayHedge.

“Continuing uptrends in energy and base metals were the main profit contributors from the commodity sector.”

Diversified Traders gained 0.93% in December, Systematic Traders were up 0.40%, Discretionary Traders added 0.36%, and Agricultural Traders rose 0.23%.

The Currency Traders Index was down 0.44% in December, while Financials/Metals Traders gave up 0.31%.

“Currency markets proved more challenging, particularly in emerging markets where rallies in Chinese renminbi and the South African rand competed with a sell-off in the Mexican peso,” says Waksman.

For 2017 as a whole, Financials/Metals Traders gained 3.05%, Agricultural Traders were up 2.16%, Systematic Traders added 0.42%, and Discretionary Traders ended the year with a 0.09% gain.

The Diversified Traders Index was down 0.97% for the year.

The BTOP50 Index, which is composed of the largest CTAs open to new investment, gained 1.13% in December, but was still down 0.55% at the end of 2017. This was the third year in a row that the BTOP50 has recorded an annual loss.

Click here to view 37 years of Barclay CTA Index data.

Sol Waksman is the founder and president of BarclayHedge. Waksman is an industry expert and experienced media source, providing perspectives on hedge fund and managed futures trends.

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 6,800 hedge funds, fund 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.