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Barclay CTA Index Loses 0.68% in May; Trend Reversals Create Losses and Opportunities

FAIRFIELD, Iowa, June 16, 2016 — Managed futures traders lost 0.68% in May according to the Barclay CTA Index compiled by BarclayHedge. The Index remains up 0.21% year to date.

“Profitable trading in energy, equity indices, and interest rates were not enough to overcome losses from trend reversals in the US Dollar and metals for traders with longer-term time horizons,” says Sol Waksman, founder and president of BarclayHedge.

The Diversified Traders Index gave up 1.48% in May, Systematic Traders lost 1.02%, while Financial/Metals Traders broke even.

Four of Barclay’s eight CTA indices did have positive returns in May. The Agricultural Traders Index gained 0.83%, Discretionary Traders were up 0.81%, and Currency Traders gained 0.70%.

“Currency managers with short-term time horizons had more success repositioning their portfolios to profit from the US Dollar’s trend reversal at the beginning of May,” says Waksman.

Year to date, Currency Traders have gained 4.08%, the Financial/Metals Traders Index is up 1.80%, and Systematic Traders have gained 0.83%.

The Agricultural Traders Index has lost 1.03% in 2016, and Discretionary Traders are down 0.07%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, dropped 1.59% in May, its third straight month with a negative return.

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 6,300 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.