Managed futures lost 0.77% in May according to the Barclay CTA Index compiled by BarclayHedge.
"The slowing of growth in China, fears of a double-dip recession in the US, and a European liquidity crisis precipitated a sharp decline in global equity prices," said Sol Waksman, founder and president of BarclayHedge.
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Three of Barclay’s six managed futures sectors had losses in May, while the other three sectors made gains. The Barclay Diversified Traders Index was down 1.31%, systematic traders lost 0.67%, and discretionary traders slid 0.57%.
"The Reuters-CRB Commodity Index fell by more than eight percent during May as deflationary concerns drove prices of economically sensitive commodities lower," said Waksman.
On the positive side, the Barclay Currency Traders Index gained 0.79% in May, Financial & Metals Traders were up 0.70%, and Agricultural Traders gained 0.67%.
"As investor enthusiasm for risk receded, the ensuing ‘flight to quality’ drove up prices for US Treasuries, precious metals, and the US Dollar," said Waksman.
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By GlobalDataThe largest managed futures funds fell the furthest in May, losing 2.37% as measured by the Barclay BTOP50 Index.
