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Barclay CTA Index Down 1.71% in June; Trend Reversals Challenge Fund Managers

FAIRFIELD, Iowa, July 16, 2015 — Managed futures traders lost 1.71% in June according to the Barclay CTA Index compiled by BarclayHedge. The Index remains up 0.05% year to date.

“Trend reversals in equities, energy, and the US Dollar resulted in losses for 72 percent of the funds that have reported a June return as of today,” says Sol Waksman, founder and president of BarclayHedge.

Seven of Barclay’s eight CTA indices had losses in June. The Diversified Traders Index dropped 2.48%, Systematic Traders lost 2.07%, Financial/Metals Traders were down 0.99%, and Currency Traders gave up 0.59%.

The Agricultural Traders Index, up 1.15% in June, was the only managed futures sector with a gain.

“Grain markets, which had been trending lower most of the year, bottomed in mid–June as traders began revising yield forecasts downward based on flooding concerns in the US Corn Belt,” says Waksman.

After six months in 2015, the Currency Traders Index is up 2.28%, Financial/Metals Traders have gained 2.26%, Agricultural Traders are up 1.38%, and Discretionary Traders have added 0.63%.

The Diversified Traders Index is down 1.89% for the year, and Systematic Traders have lost 0.90%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, dropped 4.38% in June. This is the largest monthly loss for the BTOP50 since January of 1991 when the Index declined 4.93%. The BTOP50 is down 3.16% at the end of two quarters in 2015.

Click here to view 35 years of Barclay CTA Index data.

Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For more commentary or background, call 641-472-3456 or email swaksman@barclayhedge.com.

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 6,100 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.