Managed futures lost 0.78% in March according to the Barclay CTA Index compiled by BarclayHedge.
The Index is down 0.77% in 2014.
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Sol Waksman, founder and president of BarclayHedge, said: "Trendless zigzagging equity markets, volatile commodity markets, and a bond market sell-off all contributed to poor performance in March."
Five of Barclay’s eight CTA indices had losses in March. The Barclay Diversified Traders Index was down 1.20%, Financial & Metals Traders lost 0.85%, and Systematic Traders also gave up 0.85%.
Currency Traders gained 0.27% in March, and the Agricultural Traders Index edged up 0.02%.
Year to date, all eight managed futures indices tracked by BarclayHedge have losses. Financial & Metals Traders are down 1.73%, Currency Traders have lost 1.57%, Agricultural Traders have given up 1.15%, Systematic Traders are down 0.81%, and the Discretionary Traders Index has lost 0.78%.
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By GlobalDataThe Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 0.08% in March. The BTOP50 is currently down 1.30% year to date.
