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Barclay CTA Index upp 7.71% under 2014

Report: Systematic Strategies

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Stockholm (HedgeNordic) – Barclay CTA Index som sammanställs av hedgefonddatabasen BarclayHedge steg med 7,71 procent under 2014. Barclay BTOP50 Index som mäter avkastningen för de största CTA-förvaltarna slutade året upp 12,31 procent.

“BTOP50 hade en stark avslutning med fem positiva månader i rad och noterade sin bästa avkastning sedan finanskrisen 2008 då indexet steg 13,58 procent” säger Sol Waksman grundare och VD för Barclayhedge. “Stora trendföljare ledde vägen med en uppgång på 19,59 procent” fortsätter han.

Samtliga åtta CTA index från BarclayHedge noterade uppgångar under 2014. Diversified Traders Index var upp 10,79 procent, Systematic Traders Index upp 10.26 procent, Currency Traders upp 3,60 procent och Agricultural Traders steg 3,13 procent.

Under december månad var Diversified Traders Index upp 1,47 procent, Systematic Traders Index upp 1,22 procent och Currency Traders steg 1,05 procent.

“Råvarumarknader fortsatte att pressas som en föld av att oljepriset sjönk 21 procent i december”, säger Sol Waksman. “Fortsatt stigande trender i obligationer och den amerikanska dollarn, genererade också vinster för många trendföljande program”, avslutar han.

Bild: (c) shutterstock.com—-zroakez

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

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