Barclay CTA Index Declines 1.47% in March; Trend Reversals in Key Sectors Take Their Toll

FAIRFIELD, Iowa, April 19, 2016 – Managed futures traders lost 1.47% in March according to the Barclay CTA Index compiled by BarclayHedge. The Index is now up 1.36% after three months in 2016.

“Trend reversals in the USD, energy, and emerging markets dragged down returns in March,” says Sol Waksman, founder and president of BarclayHedge.

“Sixty-seven percent of the CTAs on the BarclayHedge database had losses for the month.”

Seven of the eight Barclay CTA indices had negative returns for the month. The Diversified Traders Index lost 2.14%, Systematic Traders were down 1.63%, Financial/Metals Traders declined 0.82%, Discretionary Traders dropped 0.52%, and Agricultural Traders slipped 0.49%.

Year-to-date, the Financial/Metals Traders Index is up 2.69%, Currency Traders have gained 2.30%, Systematic Traders have returned 2.21%, and the Diversified Traders Index is up 2.02%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, dropped 2.87% in March.

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.