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Barclay CTA Index Slips 0.07% in February; Trend Reversals Challenge Managed Futures Traders

FAIRFIELD, Iowa, March 18, 2015 — Managed futures traders were down 0.07% in February according to the Barclay CTA Index compiled by BarclayHedge. The Index remains up 3.02% year to date.

“For eight of the past ten months, CTAs were able to generate returns from trends that provided ample profit opportunities,” says Sol Waksman, founder and president of BarclayHedge.

“But in February, intra-month reversals in fixed income and commodity markets provided a more difficult backdrop for momentum strategies.”

Only two of Barclay’s eight CTA indices had gains in February. The Financial/Metals Traders Index was up 0.53%, while the Currency Traders Index rose 0.01%.

On the losing side, the Agricultural Traders Index was down 2.05%, Diversified Traders gave up 0.54%, Discretionary Traders lost 0.48%, and Systematic Traders were down 0.17%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, was down 0.72% in February.

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.