Thursday, July 16, 2015

 

Barclay CTA Index Down 1.71% in June; Trend Reversals Challenge Fund Managers

FAIRFIELD, Iowa, July 16, 2015 — Managed futures traders lost 1.71% in June according to the Barclay CTA Index compiled by BarclayHedge. The Index remains up 0.05% year to date.

“Trend reversals in equities, energy, and the US Dollar resulted in losses for 72 percent of the funds that have reported a June return as of today,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Managed Futures Press Release by clicking here.

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Wednesday, July 15, 2015

 

Barclay Hedge Fund Index Down 0.91% in June; Macro Funds Lead Decline with 2.24% Loss

FAIRFIELD, Iowa, July 15, 2015 — Hedge funds lost 0.91% in June, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index remains up 3.52% year to date, outperforming the S&P 500 Index which has gained 1.23%.

“Grexit fears and China’s stock market in free fall took a toll on risk assets in June,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Hedge Fund Press Release by clicking here.

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TrimTabs/BarclayHedge Survey of Hedge Fund Managers - June 2015 Survey

The topical study from the July 2015 issue of The Hedge Fund Flow Report. Gain insight into industry trends and hedge fund asset flows before you make your next important decision.

Hedge fund managers’ thirty-day outlook on U.S. stocks darkened substantially in June. Our latest survey found bearish sentiment on the S&P 500 surged to a two-year high, while bullishness slumped to a fourteen-month low.

The survey also found mounting pessimism on U.S. Treasuries, though most respondents were either neutral or bullish on the U.S. Dollar Index. Just under half of managers we surveyed expect stocks to outperform bonds in the next six months, though bullishness on short-term bonds hit a two-year high. Four-fifths of the managers surveyed expect gold prices to either rise or hold steady six months from now.

Complete results of the TrimTabs/BarclayHedge Hedge Fund Sentiment Survey for June:. . .

Accredited investors can read the entire article for free. From the July 2015 issue of The Hedge Fund Flow Report.

The Hedge Fund Flow Report combines the accuracy of the BarclayHedge database with the analytical insight of TrimTabs Investment Research. The report is generated by TrimTabs Investment Research using the most current data on thousands of hedge funds. An annual subscription includes 12 monthly updates as well as a spreadsheet containing historical flow aggregates by category. To download a free sample of the entire TrimTabs Hedge Fund Flow Report, simply fill out this short request form.

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Wednesday, July 8, 2015

 

The Case For and Against Activist Hedge Funds

By Yvan Allaire, PhD (MIT), FRSC Executive Chair, IGOPP Emeritus Professor

The number of activist ‘interventions’, some 27 in 2000, have surged to 345 in 2014. Activist hedge funds have now amassed an estimated $200 billion in managed assets. In “The Case For and Against Activist Hedge Funds,” Allaire explores the fast growing business of activist hedge funds, and the challenges faced by publicly listed corporations, as these interventions are spurring changes in corporate governance and redefining the role of the board of directors.

Download the full article here.

From the July 2015 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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May 2015 Hedge Fund and CTA Performance

Overall, 15 of Barclay’s 18 hedge fund indices showed positive returns in May. The average return for the 2,978 hedge funds (ex. FoFs) that have so far reported a May return is +0.82%. The estimates for June, 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, 13 of 18 hedge fund sectors are showing negative returns for June.

Commodity Trading Advisor performance for May as measured by the Barclay CTA Index averaged -0.17%. June’s estimate based on the performance of the Barclay BTOP50 Index is -4.23%.


Hedge Fund Indices Managed Futures Indices

From the July 2015 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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Monday, June 22, 2015

 

Barclay CTA Index Down 0.17% in May; Higher Interest Rates Trigger Trading Losses

FAIRFIELD, Iowa, June 22, 2015 — Managed futures traders lost 0.17% in May according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 1.83% year to date.

“Global interest rates pushed higher and created losses for managers that were positioned for lower rates, particularly in the European and Japanese markets,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Managed Futures Press Release by clicking here.

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Barclay Hedge Fund Index Gains 0.92% in May; Equity Prices in Developed Markets Lead the Way

FAIRFIELD, Iowa, June 18, 2015 — Hedge funds were up 0.92% in May, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index has gained 4.58% year to date.

“Developed market equities lead the way to a profitable month for most hedge fund strategies,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Hedge Fund Press Release by clicking here.

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Friday, June 12, 2015

 

‘Missing’ Milkfat

The CME spot butter price hit a new record high in 2014, and due to environmental factors effecting milk production, the US market is turning out just as tight again in 2015 — contributing to a wonderfully bullish story. But, there is a big problem with the story, and that is there’s a record amount of milkfat going missing. The percentage of unaccounted for milkfat has been relatively stable over time, until it jumped higher in 2013, and again in 2014. In “‘Missing’ Milkfat,” Nathaniel Donnay, Senior Dairy Analyst – Informa Economics attempts to account for all of the milkfat (and protein) between farm production and finished dairy products, and provides market insight into world butter pricing.

Read the full study here.

From the June 2015 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

Analysis of Commodity Market Fundamentals

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Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds

By Juha Joenväärä, University of Oulu, Risk Management Lab, Imperial College Business School and Robert Kosowski, Imperial College Business School, CEPR, Oxford-Man Institute of Quantitative Finance and EDHEC

In their paper, the authors explore the effect of regulation, geography and liquidity on asset price performance and welfare by documenting the effect of geographically disparate hedge fund regulation on fund performance.

Download the full article here.

From the June 2015 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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New Fund Launches - June 2015

To see a complete list of the latest hedge funds, fund of funds and CTAs that have launched recently or will be launching soon click here. Fund Managers who would like to see their new fund listed on Barclay’s website and featured in the next Insider Report can submit new fund launch press releases directly to rmiller@barclayhedge.com. Below is a list of recent fund launches:
From the June 2015 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.

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