Tuesday, July 8, 2008

 

May Commodity Trading Advisor and Hedge Fund Performance

Commodity Trading Advisor performance for May as measured by the Barclay CTA Index averaged +0.32%. June’s estimate based on the performance of the Barclay BTOP50 Index is +2.10%.

Hedge funds had a positive month in May reflected by gains in seventeen of our eighteen indices. The average return for the 3,008 hedge funds (ex. FoFs) that have so far reported a May return is +1.80%. The estimates for June, 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, 12 of 18 hedge fund sectors are showing negative returns for June.

Hedge Fund Indices and Managed Futures Indices

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

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