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Barclay CTA Index Gains 0.06% in May; Global Equities Boost CTA Returns

FAIRFIELD, Iowa, June 22, 2017 — Managed futures traders gained 0.06% in May according to the Barclay CTA Index compiled by BarclayHedge. Year to date, the Index has lost 0.67%.

Four of Barclay’s CTA indices had gains in May, and four had losses. The Financial/Metals Traders Index was up 0.88%, Systematic Traders gained 0.13%, and Agricultural Traders added 0.06%.

“The seventh month of consecutive gains by global equities coupled with a bond market rally were the main drivers of CTA returns in May,” says Sol Waksman, founder and president of BarclayHedge.

The Currency Traders Index lost 0.61% in May, Diversified Traders were down 0.11%, and Discretionary Traders gave up 0.10%.

“Currency markets were challenged as the US Dollar retreated to levels last seen at the onset of the Trump bump,” says Waksman. “Declines in energies and metals markets also weighed heavily on CTA portfolios."

Year to date, the Financial/Metals Traders Index is up 2.14%, Currency Traders have gained 0.43%, and Agricultural Traders are up 0.22%.

The Diversified Traders Index is down 2.51% in 2017, Systematic Traders have lost 0.98%, and Discretionary Traders are down 0.71%.

The Barclay BTOP50 Index, which monitors the largest investable trading advisor programs, lost 0.12% in May and is down 2.48% year to date.

Click here to view 37 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 6,400 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.