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FAIRFIELD, Iowa, December 14, 2017 — The flash estimate for the Barclay CTA Index, compiled by BarclayHedge, indicates a 0.06% gain in November. Year to date, the index is up 0.25%.
“Choppy waters made for tough sailing in November,” says Sol Waksman, founder and president of BarclayHedge. “Although ongoing rallies in US and Japanese equities provided profitable trading for momentum strategies, trend reversals in currencies, precious metals, and agriculturals weighed heavily on fund performance.”
Financial/Metals Traders were able to gain 0.10% in November. Most other CTA sectors had a very small increase or a loss for the month. The Systematic Traders Index rose 0.05% and Discretionary Traders added 0.03%.
On the losing side, Currency Traders were down 0.23%, while Diversified Traders and Agricultural Traders each slid 0.01%.
Year to date, the Financials/Metals Traders Index is leading all other managed futures indices with a 3.42% gain. Agricultural Traders are up 1.97% after 11 months, while Currency Traders have netted 0.54%.
Two indices remain in negative territory for the year. Diversified Traders have lost 1.84%, and Discretionary Traders are down 0.10%.
The BTOP50 Index, which is composed of the largest CTAs that are open to new investment, lost 0.34% in November and is currently down 0.77% for the year through December 14th.
Click here to view 37 years of Barclay CTA Index data.
Sol Waksman is the founder and president of BarclayHedge. Waksman is an industry expert and experienced media source, providing perspectives on hedge fund and managed futures trends.
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 6,600 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.
