FAIRFIELD, Iowa, April 25, 2017 — Managed futures traders lost 0.44% in March according to the Barclay CTA Index compiled by BarclayHedge. Year to date, the Index is down 0.75%.
Due to divergent trends, four of Barclay’s CTA indices recorded gains in March, while four had losses. The Currency Traders Index was up 0.65%, Agricultural Traders gained 0.58%, Financial/Metals Traders were up 0.37%, and Discretionary Traders added 0.16%.
In the loss column, Diversified Traders were down 1.15%, and Systematic Traders gave up 0.68%.
“Rejection by Dutch voters of a populist candidate for Prime Minister sparked a profitable global stock market rally, but losses in bonds, commodities, and currencies outweighed the equity gains," says Sol Waksman, founder and president of BarclayHedge.
At the end of the first quarter, the Financial/Metals Traders Index has gained 1.04%, Agricultural Traders are up 0.75%, and Currency Traders have gained 0.64%.
Diversified Traders are down 2.23% year to date, Systematic Traders have lost 1.07%, and Discretionary Traders have slipped 0.28%.
The Barclay BTOP50 Index, which monitors the largest investable trading advisor programs, dropped 0.93% in March and is down 1.90% year to date.
Click here to view 37 years of Barclay CTA Index data.
Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For more commentary or background, call 641-472-3456 or email swaksman@barclayhedge.com.
BarclayHedge is the global leader in providing independent, research-based information services to the alternative investment industry. Founded in 1985, Barclay currently maintains data on more than 6,400 hedge funds, fund of funds, and CTAs. No one has been in the business of collecting alternative investment data longer than BarclayHedge.
Institutional investors, brokerage firms, and private banks worldwide utilize BarclayHedge indices as performance benchmarks for the hedge fund and managed futures industries.