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Managed Futures Performance Slips in May

FAIRFIELD, Iowa, June 7, 2006 – Managed Futures lost 0.33% in May, based on the FLASH estimate for the Barclay CTA Index. The index is up 4.39% for the year.

“May started off on a positive note for most traders,” says Sol Waksman, founder and president of The Barclay Group, “but by mid-month, prices for precious metals, industrial metals, and energy all turned sharply lower.”

Five out of eight Barclay CTA indexes were down in May. Systematic Traders fell 0.38%, Financial/Metal Traders lost 0.34%, and Diversified Traders slid 0.31%.

“Financial futures markets also changed direction during the month,” says Waksman.

“Stock markets in the U.S. sold off as investor uncertainty over the future course of interest rates and possible Fed actions to combat inflationary pressures took center stage.”

Barclay’s Discretionary Traders Index was up 0.53% in May, Agricultural Traders rose 0.41%, and Currency Traders gained 0.17%

The Barclay BTOP50 Index, which monitors the performance of the largest CTA’s, dropped 1.75% in May, giving back much of its 2.38% April gain.

Click here to view 27 years of Barclay CTA Index data

Sol Waksman, an experienced media source, provides perspectives on hedge fund and managed futures trends. For more commentary, call Sol at 641-472-3456 or email

The Barclay Group, founded in 1985, actively tracks more than 5,400 hedge funds and managed futures programs. Barclay has created and regularly updates 18 proprietary hedge fund indexes and eight managed futures indexes.

Institutional investors, brokerage firms and private banks worldwide utilize Barclay’s indexes as performance benchmarks for the hedge fund and managed futures industries.