Barclay CTA Index Loses 0.67% in September, According to Backstop BarclayHedge

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Price reversals in equities, energy and precious metals set stage for a negative month for most managed futures sectors

Managed futures funds reversed course in September losing 0.67%, according to the Barclay CTA Index, compiled by BarclayHedge, a division of Backstop Solutions. For the year-to-date, CTAs were up 2.09%.

“Trend reversals triggered price declines in global equity markets, energy and precious metals which caught many CTAs on their back foot,” said Sol Waksman, president of BarclayHedge. “However, managers properly positioned in agricultural markets, currencies and interest rates were able to profit.”

While most sectors in the Barclay CTA Indices lost ground in September, three were in the black for the month. The Agricultural Traders Index gained 0.63% in September, the Currency Traders Index added 0.55%, the and the Financial & Metal Traders Index was up 0.16%.

Sectors in the red for the month included the Cryptocurrency Traders Index, down 10.88%, the MPI Barclay Elite Systematic Traders Index, off 1.47%, the Diversified Traders Index, losing 1.41%, the Systematic Traders Index, falling 0.92%, and the Discretionary Traders Index, shedding 0.75%.

Despite September’s loss, the Cryptocurrency Traders Index set the pace for year-to-date gainers through September, up 61.54%. Other leading gainers included the Agricultural Traders Index, up 10.04%, the Currency Traders Index, returning 5.37%, the Discretionary Traders Index, gaining 4.35%, and the Systematic Traders Index, up 2.20%.

Again in September, the MPI Barclay Elite Systematic Traders Index was the lone sector in negative territory for the year-to-date, down 5.02%.

The Barclay BTOP50 Index, which tracks the performance of the largest CTAs that are still open for new investment, was down 1.41% in September. Year-to-date, the BTOP 50 has dropped 0.65%.

For a complete table of Barclay CTA Index results as well as historical data, click here.

About Backstop Solutions

Backstop’s mission is to help the institutional investment industry use time to its fullest potential. We develop technology to simplify and streamline otherwise time-consuming tasks and processes, enabling our clients to quickly and easily access, share and manage the knowledge that’s critical to their day-to-day business success. Backstop provides its industry-leading cloud-based productivity suite to investment consultants, pensions, funds of funds, family offices, endowments, foundations, private equity, hedge funds and real estate investment firms.

BarclayHedge, a division of Backstop, currently maintains data on more than 6,900 hedge funds, funds of funds and CTAs. The BarclayHedge Indices are utilized by institutional investors, brokerage firms and private banks worldwide as performance benchmarks for the hedge fund and managed futures industries.

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