Wednesday, January 18, 2012

 

Barclay CTA Index Up 0.14% in December, Down 3.05% in 2011; Largest Loss for Managed Futures in 32 Years

FAIRFIELD, Iowa, January 18, 2011– Despite a 0.14% gain in December, managed futures lost 3.05% in 2011 according to the Barclay CTA Index compiled by BarclayHedge.

“The slightly positive returns for December masked the volatility in the major market sectors,” says Sol Waksman, founder and president of BarclayHedge. “Equity markets reversed sharply at mid-month, commodity markets were down, and bond markets continued their long march upward.”

Read the entire Managed Futures Press Release by clicking here.

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