Tuesday, April 8, 2008

 

March Commodity Trading Advisor and Hedge Fund Performance

Commodity Trading Advisor performance for December as measured by the Barclay CTA Index averaged +2.07%. February’s estimate based on the performance of the Barclay BTOP50 Index is +3.97%.

Hedge funds had a down month in January reflected by losses in fifteen of our eighteen indexes. The average return for the 2978 hedge funds (ex. FoFs) that have so far reported a January return is -3.24%. The estimates for February, along with the number of funds reporting for each of our 18 sectors can be found at the link below. These indices are being continually updated as current returns for the underlying hedge funds are recorded into our system. As of this writing, 16 of 18 hedge fund sectors are showing positive returns for February.

Hedge Fund Indices and Managed Futures Indices

From the June 2008 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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