Barclay CTA Index Down 0.39% in November; Profits in Bonds and Yen Not Enough to Overcome Losses in Other Sectors

FAIRFIELD, Iowa, December 17, 2012 – Managed futures lost 0.39% in November according to the Barclay CTA Index compiled by BarclayHedge. The Index has lost 1.45% year to date, compared to a gain of 0.73% in the S&P GSCI Index.

“Profitable positions in the continuing uptrend in bond markets and the downtrend in the Japanese yen were insufficient to overcome losses in other sectors,” says Sol Waksman, founder and president of BarclayHedge.

Five of Barclay’s eight CTA indices had losses in November. The Agricultural Traders Index dropped 1.23%, Diversified Traders gave up 0.50%, and Systematic Traders lost 0.39%.

“Although the Commodity Research Bureau Index gained 1.10 percent on the month, dispersion across the sector was high as prices for precious and industrial metals rose, energy was mixed, and agricultural markets moved lower,” says Waksman.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, led all managed futures indices in November with a 0.34% gain. Currency Traders were up 0.26%, and Discretionary Traders added 0.04%.

Year to date, the Agricultural Traders Index has gained 6.53%, Discretionary Traders have gained 2.02%, and Currency Traders have a 1.15% return.

Diversified Traders are down 3.36% in 2012, Systematic Traders have lost 3.01%, and the Financial & Metals Traders Index is down 2.54%.

Click here to view 33 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 was founded in 1985 and actively tracks more than 6,200 hedge funds, funds of hedge funds, and managed futures programs. Each month Barclay provides updated performance rankings for 38 Hedge Fund categories, 16 CTA categories, and 7 UCITS categories.

Institutional investors, brokerage firms, and private banks worldwide utilize BarclayHedge indices as performance benchmarks for the hedge fund and managed futures industries.