Sunday, 14 September 2014
Last updated 2 days ago
Nov 17 2008 | 1:23pm ET
Investors with exposure to managed futures this year are being richly rewarded, while others looking to diversify away from their souring hedge fund portfolios may find some solace in the asset class. Managed futures posted a gain of 3.48% in October, according to the Barclay CTA Index, taking the index's year-to-date advance to 10.81%.
"Commodity trading advisors have performed remarkably well in 2008, especially when compared with the losses we're seeing in hedge funds and global equity markets," said BarclayHedge founder Sol Waksman. "The Barclay CTA Index is up 10.81% through October, in contrast to a 19.14% loss for the Barclay Hedge Fund Index and a 32.84% drop in the S&P 500."
The Barclay Diversified Traders Index jumped 6.42% in October, taking their gain to 21.23% year-to-date. Systematic Traders gained 4.18% and Discretionary Traders were up 3.39%, while the Financial/Metals Index rose 3.19%.
"Commodity prices continued to trend downward in October," said Waksman. "The commodity-based CRB Index recorded its worst ever monthly decline, falling more than 22%."
The Barclay BTOP50 Index, which monitors performance of the largest traders, rose by 3.90% in October, and is now up 9.87% for the year so far.
Aug 25 2014 | 11:21am ET
As many of you know, FINalternatives was recently acquired by the owners of Futures magazine, a firm called The Alpha Pages LLC. Today marks the soft-launch of a new sister site for both publications. As its name suggests, The Alpha Pages will cover all types of alternative investments, going far beyond the more well-known ones such as hedge funds and private equity. Read more…
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