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Barclay CTA Index Drops 1.52% in August; Trend Reversals Lead to Losses

FAIRFIELD, Iowa, September 21, 2016 — Managed futures traders lost 1.52% in August according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 0.62% year to date.

“Fed chairman Yellen’s unexpectedly hawkish comments at the Jackson Hole symposium precipitated trend reversals in global bond and currency markets,” says Sol Waksman, founder and president of BarclayHedge.

All eight of Barclay’s CTA indices lost ground in August. The Diversified Traders Index was down 2.43%, Systematic Traders lost 1.94%, Financial/Metals Traders were down 1.03%, and Currency Traders slipped 0.39%.

“Commodity markets had a small loss by the end of the month, with the CRB Index down 0.34 percent,” says Waksman.

“A four percent rally in the first half of the month was erased by declines in the second half, and the cross-currents proved difficult to navigate profitably.”

Year to date, the Financial/Metals Traders Index is up 2.39%, Currency Traders have gained 1.21%, Systematic Traders are up 0.87%, and the Diversified Traders Index has gained 0.49%.

Two CTA indices have negative returns for the year. Agricultural Traders are down 1.85% through August, and the Discretionary Traders Index has lost 1.65%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 2.12% in August.

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.