Tuesday, September 9, 2008

 

July Commodity Trading Advisor and Hedge Fund Performance

Commodity Trading Advisor performance for June as measured by the Barclay CTA Index averaged +1.99%. July’s estimate based on the performance of the Barclay BTOP50 Index is -1.48%.

Hedge funds had a down month in June reflected by losses in thirteen of our eighteen indexes. The average return for the 2,968 hedge funds (ex. FoFs) that have so far reported a June return is -1.67%. The estimates for July, 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, 15 of 18 hedge fund sectors are showing negative returns for July.

Hedge Fund Indices and Managed Futures Indices

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

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