Barclay CTA Index Returns 1.38% in November, According to Backstop BarclayHedge

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New all-time highs in equity markets joined with uptrends in industrial metals, energy and crop markets to set the stage for a profitable month

Managed futures funds broke a two-month slump in November, posting a 1.38% return for the month, according to the Barclay CTA Index, compiled by BarclayHedge, a division of Backstop Solutions. For the year-to-date, CTAs were up 2.60% through November.

“Positive COVID-19 vaccine news contributed to a historic month for equity markets," said Sol Waksman, president of BarclayHedge. "Rising prices in energy, base metals and crops combined to boost managed futures funds in November.”

All sectors but one tracked in the Barclay CTA Indices were in the black for November. The Cryptocurrency Traders Index led the way among November’s gainers returning 27.89%. Others in positive territory for the month were the Discretionary Traders Index, up 1.93%, the Financial & Metal Traders Index, advancing 1.81%, the Agricultural Traders Index, rising 1.61%, the Diversified Traders Index, gaining 1.58%, and the MPI Barclay Elite Systematic Traders Index, returning 1.57%.

The lone sector losing ground in November was the Currency Traders Index, off 0.52%.

Similarly, all sectors but one posted positive year-to-date returns through November. The MPI Barclay Elite Systematic Traders Index was the lone outlier, down 3.73%.

Among those in positive territory for the year-to-date were the Cryptocurrency Traders Index, returning 127.35%, the Agricultural Traders Index, gaining 12.38%, the Discretionary Traders Index, up 6.35%, the Currency Traders Index, returning 4.11%, and the Diversified Traders Index, up 2.56% for the year.

The Barclay BTOP50 Index, which tracks the performance of the largest CTAs that are still open for new investment, gained 2.64% in November. For the year-to-date the BTOP50 was up 0.73%.

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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