Tuesday, March 17, 2009

 

January Commodity Trading Advisor and Hedge Fund Performance

Commodity Trading Advisor performance for January as measured by the Barclay CTA Index averaged -0.22%. February's estimate based on the performance of the Barclay BTOP50 Index is 0.0%.

Hedge funds had a mixed month in January reflected by gains in thirteen of our eighteen indices. The average return for the 2,417 hedge funds (ex. FoFs) that have so far reported a January return is -0.13%. 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, 14 of 18 hedge fund sectors are showing negative returns for February.


Hedge Fund Indices Managed Futures Indices


From the March 2009 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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