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Managed futures

Barclay CTA Index gains 0.15 per cent in April

Managed futures gained 0.15 per cent in April, according to the Barclay CTA Index compiled by BarclayHedge.

The index is down 0.60 per cent in 2014.
 
“A mid-month trend change in global equity markets kept managers on either side of the market cautious,” says Sol Waksman, founder and president of BarclayHedge.
 
Six of Barclay’s eight CTA indices were in positive territory in April. The Barclay Discretionary Traders Index gained 0.61 per cent, Agricultural Traders were up 0.58 per cent, Diversified Traders gained 0.19 per cent, and Systematic Traders added 0.13 per cent.
 
“A continuing downtrend in interest rates despite consensus predictions of rising rates coupled with a broad rally in commodity markets provided some of the better opportunities for profitable trades in April,” says Waksman.
 
After four months, all eight managed futures indices tracked by BarclayHedge have losses. Financial & Metals Traders are down 2.21 per cent, Currency Traders have lost 1.75 per cent, the Agricultural Traders Index is down 1.69 per cent, and Systemic Traders have given up 0.84 per cent.
 
The Barclay BTOP50 Index, which measures performance of the largest CTAs, gained 0.27 per cent in April. The BTOP50 is currently down 1.28 per cent year to date.


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