Tuesday, December 10, 2013

 

October Hedge Fund and CTA performance

Hedge funds remained in positive territory with 16 of Barclay’s 18 hedge fund strategies recording gains in October. The average return for the 2,751 hedge funds (ex. FoFs) that have so far reported an October return is +1.75%; the Index is up +9.08% year to date. The estimates for November, 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 November.

Commodity Trading Advisor performance for October as measured by the Barclay CTA Index averaged +0.63%. November's estimate based on the performance of the Barclay BTOP50 Index is +1.09%.

Hedge Fund Indices Managed Futures Indices

From the December 2013 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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