Barclay CTA Index Loses 0.67% in September

(Opalesque) 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.”

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