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Barclay CTA Index declines 1.47 per cent in March

Barclay CTA Index declines 1.47 per cent in March


Managed futures traders lost 1.47 per cent in March according to the Barclay CTA Index compiled by BarclayHedge. The Index is now up 1.36 per cent after three months in 2016.

“Trend reversals in the USD, energy, and emerging markets dragged down returns in March,” says Sol Waksman (pictured), founder and president of BarclayHedge. “Sixty-seven per cent of the CTAs on the BarclayHedge database had losses for the month.”

Seven of the eight Barclay CTA indices had negative returns for the month. The Diversified Traders Index lost 2.14 per cent, Systematic Traders were down 1.63 per cent, Financial/Metals Traders declined 0.82 per cent, Discretionary Traders dropped 0.52 per cent, and Agricultural Traders slipped 0.49 per cent.

Year-to-date, the Financial/Metals Traders Index is up 2.69 per cent, Currency Traders have gained 2.30 per cent, Systematic Traders have returned 2.21 per cent, and the Diversified Traders Index is up 2.02 per cent.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, dropped 2.87 per cent in March.

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