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Barclay CTA Index loses 0.68 per cent in May

Barclay CTA Index loses 0.68 per cent in May

Managed futures traders lost 0.68 per cent in May according to the Barclay CTA Index compiled by BarclayHedge. The Index remains up 0.21 per cent year to date.

“Profitable trading in energy, equity indices, and interest rates were not enough to overcome losses from trend reversals in the US Dollar and metals for traders with longer-term time horizons,” says Sol Waksman (pictured), founder and president of BarclayHedge.

The Diversified Traders Index gave up 1.48 per cent in May, Systematic Traders lost 1.02 per cent, while Financial/Metals Traders broke even.

Four of Barclay’s eight CTA indices did have positive returns in May. The Agricultural Traders Index gained 0.83 per cent, Discretionary Traders were up 0.81 per cent, and Currency Traders gained 0.70 per cent.

“Currency managers with short-term time horizons had more success repositioning their portfolios to profit from the US Dollar’s trend reversal at the beginning of May,” says Waksman.

Year to date, Currency Traders have gained 4.08 per cent, the Financial/Metals Traders Index is up 1.80 per cent, and Systematic Traders have gained 0.83 per cent.

The Agricultural Traders Index has lost 1.03 per cent in 2016, and Discretionary Traders are down 0.07 per cent.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, dropped 1.59 per cent in May, its third straight month with a negative return.

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