Barclay´s Sep CTA Index +4,04 %

Discussion in 'Professional Trading' started by ASusilovic, Nov 12, 2007.

  1. 1. Commodity Trading Advisor performance for September as measured by the Barclay CTA Index averaged +4.04%. October’s estimate based on the performance of the Barclay BTOP50 Index is +2.19%.

    Hedge funds had a positive month in September reflected by gains in seventeen of our eighteen indices. The average return for the 3063 hedge funds (ex. FoFs) that have so far reported a September return is +2.52%. The 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, 17 of 18 hedge fund sectors are showing positive returns for October.