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Barclay CTA Index ner -0,33% i augusti

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Stockholm (HedgeFonder.nu) – Trots att Barclay CTA-index fortfarande är +1,34% hittills i år, visade sex av Barclays åtta CTA-index negativa resultat i augusti. Barclay Systematic Traders Index tappade -0,70%, valutahandlare förlorade -0,51%, ”diversifierade traders” föll med -0,49% och tradingstrategier inom finans och metall backade -0,39%.

“Valutahandlare tog mycket stryk av en oväntad vändning uppåt på 2,2% i trenderna för Euron, på förväntningar som interventioner från centralbanker,” det säger Sol Waksman, grundare och chef för BarclayHedge. “Svaghet i den kinesiska ekonomin drev på en nedgång med -1,5% i Australiensiska dollar, som tidigare har varit gynnad av Kinas efterfrågan på råvaror.”

På den positiva sidan steg förvaltare inom jordbruksprodukter med 1,39% och ”diskretionära traders” var upp 0,69% i augusti. Agricultural Traders Index (jordbruksprodukter) har varit den mest lönsamma CTA/Managed futures-strategin under 2012 med en sammanlagd uppgång på 9,82%. ”Diskretionära traders” har givit 3,31% hittills i år.

“Priserna på jordbruksprodukter har drivits uppåt av en svår torka i USA, vilket har förstört majsskörden,” säger Waksman.

Den enda Managed futures-strategin som förlorat pengar hittills under 2012 är ”Financial & Metals Traders Index”, som hittills är ner -0,70%.

Barclay BTOP50 Index, som mäter avkastningen på de största CTA-fonderna, tappade -1,14% i augusti.

Bild: (c) sellingpix—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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