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Managed Futures gav 0,35% i september enligt Barclay CTA Index

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Stockholm (HedgeFonder.nu) – “Operation Twist i USA, osäkerhet kring statsskulder i Europa och potentiellt långsammare i Kina konspirerade alla för att hålla volatiliteten hög och att driva investerare bort från riskfyllda tillgångar”, det säger Sol Waksman , grundare och vd för BarclayHedge. “Aktiemarknaderna gick in i likviditetsläge, obligationer rusade och råvarupriser såldes ner när investerarna började prisa in en dubbel-dip recession.”

Fem av Barclays åtta CTA index gick positivt i september. Barclay Currency Traders Index var upp 1,51%, Financial & Metal Traders gav 0,66%, och Systematic Traders adderade 0,21%.

Agricultural Traders Index tappade -0,78% i september, Diversified Traders gav bort -0,54%, och Discretionary Traders halkade ner -0,25%.

“Även om vinster och förluster på indexnivå var blygsamma i september, var den verkliga utvecklingen bland förvaltarna väldigt spridda “, säger Waksman. “Den mest framgångsrika förvaltaren avkastade 41% under månaden, medan den sämsta förvaltaren tappade 44%.

“Efter tre kvartal är Barclay Agricultural Traders Index upp 3,23%, Discretionary Traders har gett 2,72%, Financial & Metal Traders är upp 1,48% och Currency Traders Index har stigit 1,10%.

På förlorarsidan är Diversified Traders ner -0,96% efter nio månader, och Systematic Traders har förlorat 0,63%.

Barclay BTOP50 Index, som mäter avkastningen bland de största CTA-fonderna, steg 0,29 % i september, men är ner -2,19% hittills i år, skriver Hedgeweek.

 

Bild: (C) olly—Fotolia.com

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HedgeNordic Editorial Team
HedgeNordic Editorial Team
This article was written, or published, by a member of the HedgeNordic editorial team.

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