Managed futures traders lost 0.44 per cent in March, according to the Barclay CTA Index compiled by BarclayHedge.
Year to date, the index is down 0.75 per cent.
Due to divergent trends, four of Barclay’s CTA indices recorded gains in March, while four had losses. The Currency Traders Index was up 0.65 per cent, Agricultural Traders gained 0.58 per cent, Financial/Metals Traders were up 0.37 per cent, and Discretionary Traders added 0.16 per cent.
In the loss column, Diversified Traders were down 1.15 per cent, and Systematic Traders gave up 0.68 per cent.
“Rejection by Dutch voters of a populist candidate for Prime Minister sparked a profitable global stock market rally, but losses in bonds, commodities, and currencies outweighed the equity gains," says Sol Waksman (pictured), founder and president of BarclayHedge.
At the end of the first quarter, the Financial/Metals Traders Index has gained 1.04 per cent, Agricultural Traders are up 0.75 per cent, and Currency Traders have gained 0.64 per cent.
Diversified Traders are down 2.23 per cent year to date, Systematic Traders have lost 1.07 per cent, and Discretionary Traders have slipped 0.28 per cent.
The Barclay BTOP50 Index, which monitors the largest investable trading advisor programs, dropped 0.93 per cent in March and is down 1.90 per cent year to date.
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