FAIRFIELD, Iowa, January 25, 2017 — Managed futures traders gained 0.35% in December according to the Barclay CTA Index compiled by BarclayHedge. Overall, the Index lost 1.03% in 2016.
Seven of Barclay’s eight CTA indices gained ground in December. The Barclay Financial/Metals Index was up 1.06%, Currency Traders gained 0.45%, Systematic Traders were up 0.45%, Diversified Traders gained 0.37%, and Discretionary Traders added 0.31%.
“Although equity, commodity, and interest rate futures gained in December, there was enough dispersion of returns within sectors to keep fund profits at modest levels,” says Sol Waksman, founder and president of BarclayHedge.
The only losing strategy in December was the Agricultural Traders Index, which slipped 0.13%.
At the end of 2016, Agricultural Traders were down 2.49%, Diversified Traders lost 2.38%, Systematic Traders were down 1.47%, and Discretionary Traders gave up 0.82%.
Two CTA indices had positive returns in 2016. Currency Traders gained 1.73%, and the Financial/Metals Traders Index was up 1.72%.
The Barclay BTOP50 Index, which measures performance of the largest CTAs, gained 0.42% in December. The BTOP50 lost 4.44% in 2016.
Click here to view 35 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 6,300 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.