Barclay CTA Index Gains 2.14% in September; 75% of CTAs Show Positive Returns After Three Quarters

FAIRFIELD, Iowa, October 21, 2014 — Managed futures gained 2.14% in September according to the Barclay CTA Index compiled by BarclayHedge. After three quarters, the Index is up 4.45%.

“Although the year-to-date return is modest, more than 75 percent of the CTAs that have reported data through September are having a profitable run,” says Sol Waksman, founder and president of BarclayHedge.

All eight of Barclay’s CTA indices had gains in September. The Diversified Traders Index gained 2.66%, Agricultural Traders were up 2.64%, Systematic Traders gained 2.01%, and Currency Traders added 1.36%.

“Continued weakness in energy, metals, and agricultural commodities helped to drive the CRB Index almost 5 percent lower and trend followers were positioned to profit,” say Waksman.

“In financial markets, the US Dollar Index rose 3.7 percent in September, and profits from the dollar’s prolonged uptrend helped ease losses from trend reversals in equity and interest rate markets.”

The Barclay BTOP50 Index, which measures performance of the largest CTAs, gained 1.92% in September, and is now up 4.80% in 2014.

After three quarters, the Barclay Agricultural Traders Index has outpaced all other managed futures strategies with a strong 17.57% return. The Diversified Traders Index is up 5.29%, Systematic Traders have gained 5.09%, and Discretionary Traders are up 4.94%.

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 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.