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Barclay CTA Index Gains 0.16% in April; Divergence in CTA Strategies Weighs On Index

FAIRFIELD, Iowa, May 22, 2017 — Managed futures traders gained 0.16% in April according to the Barclay CTA Index compiled by BarclayHedge. Year to date, the Index remains down 0.66%.

Five of Barclay’s CTA indices had gains in April, while three had losses. Currency Traders were up 0.40%, Financial/Metals Traders gained 0.33%, Systematic Traders added 0.20%, and Diversified Traders eked out a 0.03% gain.

The Agricultural Traders Index lost 0.38% in April, and Discretionary Traders were down 0.11%.

“Another month of rising equity prices generated profits for many CTAs,” says Sol Waksman, founder and president of BarclayHedge.

“At the same time, an unanticipated rally in US Treasuries in the face of an ongoing commitment from the Fed to raise rates, coupled with counter-trend US Dollar weakness against the Euro and British Pound took some of the bloom off the rose.”

In 2017, there is a clear divergence in the performance of managed futures strategies. After four months, the Financial/Metals Traders Index has gained 1.34%, Currency Traders are up 1.19%, and Agricultural Traders have gained 0.27%.

On the other hand, Diversified Traders are down 2.34%, Systematic Traders have lost 0.99%, and Discretionary Traders have given up 0.47%.

The Barclay BTOP50 Index, which monitors the largest investable trading advisor programs, lost 0.57% in April and is down 2.17% 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.