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Barclay CTA Index gains 0.06 per cent in May

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Managed futures traders gained 0.06 per cent in May according to the Barclay CTA Index compiled by BarclayHedge. Year to date, the Index has lost 0.67 per cent.

Four of Barclay’s CTA indices had gains in May, and four had losses. The Financial/Metals Traders Index was up 0.88 per cent, Systematic Traders gained 0.13 per cent, and Agricultural Traders added 0.06 per cent.
 
“The seventh month of consecutive gains by global equities coupled with a bond market rally were the main drivers of CTA returns in May,” says Sol Waksman (pictured), founder and president of BarclayHedge.
 
The Currency Traders Index lost 0.61 per cent in May, Diversified Traders were down 0.11 per cent, and Discretionary Traders gave up 0.10 per cent.
 
“Currency markets were challenged as the US Dollar retreated to levels last seen at the onset of the Trump bump,” says Waksman. “Declines in energies and metals markets also weighed heavily on CTA portfolios.”
 
Year to date, the Financial/Metals Traders Index is up 2.14 per cent, Currency Traders have gained 0.43 per cent, and Agricultural Traders are up 0.22 per cent.
 
The Diversified Traders Index is down 2.51 per cent in 2017, Systematic Traders have lost 0.98 per cent, and Discretionary Traders are down 0.71 per cent.
 
The Barclay BTOP50 Index, which monitors the largest investable trading advisor programs, lost 0.12 per cent in May and is down 2.48 per cent year to date.

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