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Barclay CTA Index Slips 0.05 per cent in April

Barclay CTA Index Slips 0.05 per cent in April


Managed futures traders lost 0.05 per cent in April according to the Barclay CTA Index compiled by BarclayHedge. The Index has gained 0.95 per cent in the first four months of 2016.

“Improvement in the financial outlook for the US, Europe, and China while central banks sat on their hands sparked a trend reversal in the bond markets,” says Sol Waksman (pictured), founder and president of BarclayHedge.

Six of Barclay’s eight CTA indices had negative returns in April; two of the indices were profitable. The Agricultural Traders Index lost 1.08 per cent, Financial/Metals Traders were down 0.69 per cent.
On the positive side, Currency Traders gained 1.14 per cent, and the Diversified Traders Index eked up 0.07 per cent.

“Profits gained from US Dollar weakness against the Japanese yen and commodity related currencies served to reduce losses in other portfolio sectors, and thrust currency traders to their best performance since November 2015,” says Waksman.

At the end of April, Currency Traders have gained 3.05 per cent in 2016, the Financial/Metals Traders Index is up 2.00 per cent, Systematic Traders have gained 1.91 per cent, and Diversified Traders have returned 1.63 per cent.

The Agricultural Traders Index has lost 1.71 per cent year to date, and Discretionary Traders are down 0.48 per cent.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, dropped 2.17 per cent in April. The BTOP50 gained a total of 5.14 per cent in January and February, and then gave back 5.06 per cent in March and April.

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