Tuesday, December 8, 2015

 

October 2015 CTA and Hedge Fund Performance

Fifteen of Barclay’s 18 hedge fund strategies gained ground in October. Overall, the Index is up 0.70% in 2015, after four months of losses. The average return for the 2,988 hedge funds (ex. FoFs) that have so far reported performance in October is +2.23%. 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, 14 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 -0.94%. November’s estimate based on the performance of the Barclay BTOP50 Index is +2.96%.


Hedge Fund Indices  Managed Futures Indices

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

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