Managed futures

Barclay CTA Index down 1.11 per cent in June

Managed futures lost 1.11 per cent in June, according to the Barclay CTA Index compiled by BarclayHedge.

 
The index is now down 0.87 per cent year to date.
 
“A slowing of economic growth in China combined with concerns of Fed tapering led to trend reversals in equities, commodities, and interest rates in June,” says Sol Waksman, founder and president of BarclayHedge.
 
Seven of Barclay’s eight CTA indices had negative returns in June. The Diversified Traders Index lost 1.62 per cent, Systematic Traders gave up 1.22 per cent, and Financial & Metal Traders were down 1.10 per cent.
 
“Sixty two per cent of the CTAs that have reported a June return are in the loss column for the month,” says Waksman.
 
The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 1.53 per cent in June.
 
The only managed futures strategy with gains in June was the Currency Traders Index which rose 0.22 per cent.
 
At the end of the first two quarters in 2013, three CTA indices have positive returns, while five are in negative territory for the year. The Barclay Currency Traders Index is up 1.74 per cent after six months, and Financial & Metal Traders have gained 0.13 per cent. The BTOP50 Index has added 0.46 per cent year to date.
 
The Diversified Traders Index has lost 1.08 per cent through June, Discretionary Traders are down 0.49 per cent, Agricultural Traders have lost 0.32 per cent, and the Systematic Traders Index is down 0.24 per cent.

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