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Barclay CTA Index upp i februari

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Stockholm (HedgeNordic.com) – Managed Futures noterade uppgångar i februari där Barclay CTA Index visade en uppgång på 1,03%, indexet är därmed upp 0,39% sedan årsskiftet. Detta kan jämföras med en uppgång för NHX Managed Futures & CTA på 2,04% (estimat) vilket tar detta index till -1,06 på året.

“Ett råvarurally under den senare delen av månaden i kombination med en fortsatt upp-trend i amerikanska obligationer bidrog till en vinstgivande månad för de flesta CTAs” säger Sol Waksman, grundare och VD för BarclayHedge.

Fem av Barclays åtta CTA index noterades för uppgångar i februari. Barclay Diversified Traders Index var upp 1,73%, Systematic Traders steg 1,25%, Financial & Metals Traders var upp 0,58% och Discretionary Traders Index steg 0,24%. Currency Traders förlorade 1,17% och Agricultural Traders var ned 0,50%.

“Att handla valutamarknader visade sig svårt i februari då en oväntad försvagning av den kinesiska renminbin och styrka i euron, yenen samt den australiensiska dollarn mot den amerikanska dollarn bidrog till förlusterna,” säger Waksman.

Barclays BTOP50 Index som mäter avkastningen för de största CTA förvaltarna tappade 0,24% i februari. BTOP50 är därmed ned 2,19% sedan årsskiftet.

Bland de nordiska CTA förvaltarna noterades stark avkastning i februari för Brummer Lynx (+4,14%),  Alfa Commodity Fund (+4,10%) och Coeli Spektrum (+3,8%).

 

Bild: (c) Sebastian-Kaulitzki—Fotolia.com

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Jonathan Furelid
Jonathan Furelid
Jonathan Furelid is editor and hedge fund analyst at HedgeNordic. Having a background allocating institutional portfolios of systematic strategies at CTA-specialist RPM Risk & Portfolio Management, Mr. Furelid’s focus areas include sytematic macro and CTAs. Jonathan can be reached at: jonathan@hedgenordic.com

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