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Barclay CTA Index down 0.78 per cent in March

Tue, 22/04/2014 - 12:02

Managed futures lost 0.78 per cent in March, according to the Barclay CTA Index compiled by BarclayHedge.

The index is down 0.77 per cent in 2014.
 
“Trendless zigzagging equity markets, volatile commodity markets, and a bond market sell-off all contributed to poor performance in March," says Sol Waksman, founder and president of BarclayHedge.
 
Five of Barclay’s eight CTA indices had losses in March. The Barclay Diversified Traders Index was down 1.20 per cent, Financial & Metals Traders lost 0.85 per cent, and Systematic Traders also gave up 0.85 per cent.
 
Currency Traders gained 0.27 per cent in March, and the Agricultural Traders Index edged up 0.02 per cent.
 
Year to date, all eight managed futures indices tracked by BarclayHedge have losses. Financial & Metals Traders are down 1.73 per cent, Currency Traders have lost 1.57 per cent, Agricultural Traders have given up 1.15 per cent, Systematic Traders are down 0.81 per cent, and the Discretionary Traders Index has lost 0.78 per cent.
 
The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 0.08 per cent in March. The BTOP50 is currently down 1.30 per cent year to date.


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