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Barclay CTA Index starts the year in negative territory

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Managed futures stumbled out of the gate to start 2019, with the Barclay CTA Index, compiled by BarclayHedge, down 0.43 per cent for the month.

All but two of the Barclay Managed Futures indices were in negative territory for January, as CTA funds were generally unable to build on their modest gains of the final two months of 2018.
“After precipitous price declines in December, most CTAs found themselves on the wrong side of the street in January as energy and equity prices unexpectedly rose from the ashes of the previous month and rebounded sharply,” says Sol Waksman, president of BarclayHedge.
January’s lone bright spots were the Discretionary Traders Index with a 0.25 per cent return and the Agricultural Traders Index, up 0.09 per cent for the month.
The Cryptocurrency Traders Index was January’s biggest loser, falling 5.72 per cent for the month. The MPI Barclay Elite Systematic Traders Index lost 1.66 per cent, while the Diversified Traders Index was down 1.13 per cent.
Posting smaller monthly losses were the Systematic Traders Index, down 0.87 per cent and the Currency Traders Index with a 0.04 per cent loss. Meanwhile, the Financial & Metals Traders Index, ended the month at 0.00 per cent.

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