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Managed futures’ winning streak falters with 1.33% drop in November

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The managed futures industry posted a -1.33% loss in November following three consecutive months of gains, according to the Barclay CTA Index, compiled by BarclayHedge. Year-to-date, the managed futures industry has returned 8.24%, posting gains in nine of the past 12 months.

The managed futures industry posted a -1.33% loss in November following three consecutive months of gains, according to the Barclay CTA Index, compiled by BarclayHedge. Yaear-to-date, the managed futures industry has returned 8.24%, posting gains in nine of the past 12 months.

All but two CTA sub-sectors tracked were in negative territory for the month with the Currency Traders Index being an increase of 0.37%, and the Discretionary Traders Index, advancing 0.13%.

Among the sub-sectors losing ground during the month, the Cryptocurrency Traders Index was down 9.87%, the MPI Barclay Elite Systematic Traders Index lost 3.83%, and the Diversified Traders Index was down 2.34%. The Systematic Traders Index meanwhile, lost 1.93% and the Financial & Metal Traders Index saw a 0.61% fall.
 
All CTA subs-ectors except Cryptocurrency Traders have posted year-to-date gains through November. The MPI Barclay Elite Systematic Traders Index returned 17.07% over the period, the Diversified Traders Index gained 11.34%, the Currency Traders Index advanced 10.17%, the Systematic Traders Index was up 9.34% and the Discretionary Traders Index gained 9.11%.
 
Digital asset managers continue to struggle though losing another 9.87% in November, bringing the Cryptocurrency Traders Index to a combined loss of -42.94% on the year.
  
The Barclay BTOP50 Index, which tracks the performance of the largest CTAs open for new investment, was down -4.78% in November. For the year to date, the BTOP50 gained 13.82%.
 

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