Wednesday, January 20, 2016

 

December 2015 CTA and Hedge Fund Performance

Thirteen of Barclay’s 18 hedge fund indicies recorded positive returns in November. The average return for the 3,029 hedge funds (ex. FoFs) that have so far reported performance in November is +0.22%. Year to date, the Index is up 0.91%. Estimates for December, 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, 10 of 18 hedge fund sectors are showing negative returns for December.

Commodity Trading Advisor performance for November as measured by the Barclay CTA Index averaged +1.52%. December’s estimate based on the performance of the Barclay BTOP50 Index is -1.60%.


Hedge Fund Indices  Managed Futures Indices

From the January 2016 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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