Managed futures traders lost 1.27 per cent in April according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 2.22 per cent year to date.
“Sharp trend reversals in commodity and bond markets, coupled with a rapid unanticipated decline in the value of the US Dollar, led the Barclay CTA Index to its worst month since May 2013, when it dropped 1.58 percent,” says Sol Waksman, founder and president of BarclayHedge.
All eight of Barclay’s CTA indices had losses in April. The Diversified Traders Index was down 2.07 per cent, Systematic Traders lost 1.58 per cent, Discretionary Traders were down 0.26 per cent, and Currency Traders gave up 0.23 per cent.
After four months in 2015, seven CTA Indices still have a positive return. The Financial/Metals Traders Index is up 3.32 per cent, Currency Traders have gained 3.24 per cent, Systematic Traders are up 1.95%, and the Diversified Traders Index has added 1.77 per cent.
The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 2.82 per cent in April. The BTOP50 is up 1.97 per cent through the end of April.
