Tuesday, November 10, 2015

 

September 2015 CTA and Hedge Fund Performance

Seventeen of Barclay’s 18 hedge fund indices recorded losses in September. The average return for the 2,961 hedge funds (ex. FoFs) that have so far reported performance in September is -1.46%. The Index is down 1.66% thru end of Q3. Estimates for October, 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 positive returns for October.

Commodity Trading Advisor performance for September as measured by the Barclay CTA Index averaged 0.57%. October’s estimate based on the performance of the Barclay BTOP50 Index is -1.29%.


Hedge Fund Indices  Managed Futures Indices

From the November 2015 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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