Barclay CTA Index Down 1.19% in December; CTAs End 2015 with an Overall 1.43% Loss

FAIRFIELD, Iowa, January 25, 2016 — Managed futures traders lost 1.19% in December according to the Barclay CTA Index compiled by BarclayHedge. The Index was down 1.43% in 2015.

“European Central Bank easing in December fell short of investor expectations, and markets promptly registered disappointment with sharp trend reversals in European equities, interest rates, and the Euro,” says Sol Waksman, founder and president of BarclayHedge.

Five of Barclay’s eight CTA indices lost ground in December. The Financial/Metals Traders Index was down 1.68%, Diversified Traders lost 1.52%, and Systematic Traders were down 1.47%.

“CTAs lost approximately 2.5 percent in just two days — December 3rd and 4th — and were able to recoup only a portion of those losses aided by declining energy prices,” says Waksman.

On the positive side, the Agricultural Traders Index gained 0.63% in December, Discretionary Traders were up 0.40%, and Currency Traders added 0.11%.

In 2015, the Currency Traders Index led all managed futures sectors with a 4.96% gain. Financial/Metals Traders were up 0.53% for the year.

Diversified Traders gave up 4.14% in 2015, Systematic Traders lost 2.80%, and Agricultural Traders were down 0.40% for the year.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 1.61% in December, and was down 0.97% at the end of 2015.

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.