Thursday, March 8, 2012
January 2012 Hedge Fund and CTA Performance
Hedge funds got off to a fast start in 2012, exhibited by gains in 17 of Barclay's eighteen indices. The average return for the 2,669 hedge funds (ex. FoFs) that have so far reported a January return is +3.06%. The estimates for February, 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, 16 of 18 hedge fund sectors are showing positive returns for February.
Commodity Trading Advisor performance for January as measured by the Barclay CTA Index averaged +0.14%. February's estimate based on the performance of the Barclay BTOP50 Index is +0.48%.
Hedge Fund Indices Managed Futures Indices
From the March 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Commodity Trading Advisor performance for January as measured by the Barclay CTA Index averaged +0.14%. February's estimate based on the performance of the Barclay BTOP50 Index is +0.48%.
Hedge Fund Indices Managed Futures Indices
From the March 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Barclay Insider Report, commodity trading advisor, hedge fund performance
New Fund Launches
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 March 2012 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.
From the March 2012 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: CTA, hedge funds, New Fund Launches
Tuesday, March 6, 2012
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - February 2012 Survey
The topical study from the March 2012 issue of The Hedge Fund Flow Report. Gain insight into industry trends and hedge fund asset flows before you make your next important decision.
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.
- A plurality of the 105 hedge fund managers we surveyed remain bullish on US equities. Bullish sentiment on the S&P 500 dipped to 40.0% in February 2012, the fourth highest reading since January 2011, from 45.4% in January 2012. Bearish sentiment rose to 30.5%, the highest reading since November 2011, from 25.0% in January. Managers have been markedly bullish in six of the past 16 months.
- We wanted to see if managers’ bullish sentiment squared with their outlook for economic growth in 2012, so we asked: What will be the US GDP growth in 2012? Over 45% of managers replied that they think it will be somewhere between 2% and 3%, while close to 40% thought it would be somewhere between 1% and 2%. . .
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.
Labels: CTA, flows into CTAs, flows into hedge funds, Hedge Fund Flow Topical Study, hedge funds
Monday, March 5, 2012
Hedge Funds Redeem $15.2 Billion in January, Highest Outflow Since July 2009; Funds Return 3.2% in January but Underperform S&P 500
New York, NY—March 5, 2012— BarclayHedge and TrimTabs Investment Research reported today that hedge funds redeemed an estimated $15.2 billion (0.9% of assets) in January 2012 while underperforming the S&P 500 by 110 basis points for the month. Industry assets rose to $1.70 trillion in January from $1.68 trillion in December 2011.
“Hedge funds managed a 3.1% return in January after posting losses in seven out of the last eight months of 2011,” said Sol Waksman, founder and President of BarclayHedge. The benchmark S&P 500 Index returned 4.2% in January after outperforming the hedge fund industry for all of 2011.
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
“Hedge funds managed a 3.1% return in January after posting losses in seven out of the last eight months of 2011,” said Sol Waksman, founder and President of BarclayHedge. The benchmark S&P 500 Index returned 4.2% in January after outperforming the hedge fund industry for all of 2011.
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
Labels: BarclayHedge press release, CTA, flows into CTAs, flows into hedge funds, hedge fund flows, hedge fund research
Wednesday, February 15, 2012
Barclay CTA Index Gains 0.05% in January; Seven of Eight Sectors Start Year in the Black
FAIRFIELD, Iowa, February 15, 2012– Managed futures gained 0.05% in January according to the Barclay CTA Index compiled by BarclayHedge.
“CTAs have gotten off to a slow start in 2012,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
“CTAs have gotten off to a slow start in 2012,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
Labels: BarclayHedge press release, CTA
Tuesday, February 14, 2012
Hedge Funds Get Off to a Fast Start in 2012; Barclay Hedge Fund Index Gains 2.93% in January
FAIRFIELD, Iowa, February 14, 2012 – Hedge funds gained 2.93% in January, according to the Barclay Hedge Fund Index compiled by BarclayHedge.
“The Fed’s announcement that they will keep interest rates near zero percent through 2014 helped to fuel the equity rally that began in mid-December,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
“The Fed’s announcement that they will keep interest rates near zero percent through 2014 helped to fuel the equity rally that began in mid-December,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
Labels: BarclayHedge press release, hedge funds
Tuesday, February 7, 2012
Revisiting ‘Stylized Facts’ About Hedge Funds – Insights from a Novel Aggregation of the Main Hedge Fund Databases
By Juha Joenväärä, University of Oulu; Robert Kosowski, Imperial College Business School, Imperial College; and Pekka Tolonen, University of Oulu and GSF
In their paper, they investigate whether all hedge fund databases contain the same level of information and whether differences between databases induce biased inference.
Download the full article here. From the February 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
In their paper, they investigate whether all hedge fund databases contain the same level of information and whether differences between databases induce biased inference.
Download the full article here. From the February 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Barclay Insider Report, Barclay Insider Report Guest Article, hedge fund research, hedge funds
December 2011 Hedge Fund and CTA Performance
Hedge fund performance was down in December, exhibited by losses in 12 of Barclay's eighteen indices. The average return for the 2,614 hedge funds (ex. FoFs) that have so far reported a December return is -0.42%. The estimates for January, 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 January.
Commodity Trading Advisor performance for December as measured by the Barclay CTA Index averaged +0.24%. January's estimate based on the performance of the Barclay BTOP50 Index is +0.21%.
Hedge Fund Indices Managed Futures Indices
From the February 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Commodity Trading Advisor performance for December as measured by the Barclay CTA Index averaged +0.24%. January's estimate based on the performance of the Barclay BTOP50 Index is +0.21%.
Hedge Fund Indices Managed Futures Indices
From the February 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Barclay Insider Report, commodity trading advisor, hedge fund performance
New Fund Launches
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 February 2012 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.
From the February 2012 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: CTA, hedge funds, New Fund Launches
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - January 2012 Survey
The topical study from the February 2012 issue of The Hedge Fund Flow Report. Gain insight into industry trends and hedge fund asset flows before you make your next important decision.
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.
- A plurality of the 108 hedge fund managers we surveyed are still bullish on US equities. Hedge fund managers are getting even more bullish on US equities this month compared to December 2011. Bullish sentiment on the S&P 500 rose to 45.4% in January 2012, the second-highest reading since December 2010, from 42.2% in December 2011.
- The rising bullishness of hedge fund managers does not square with equity futures flows. The net position of speculative traders has increased 60% since August. We believe the rise in spec traders’ positions over the past 19 weeks was a bullish driver for the market. Speculative positions are nearly at the same level as one month ago and therefore are exhibiting a neutral signal in the TTDI. . .
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.
Labels: CTA, flows into CTAs, flows into hedge funds, Hedge Fund Flow Topical Study, hedge funds
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