Tuesday, October 21, 2008
6,700 BarclayHedge Fund Profiles at No Cost
Barclay DataFinder: Search - Sort - Rank
BarclayHedge is pleased to offer you a new suite of tools to analyze all of the Hedge Funds, FoFs, and CTAs in the BarclayHedge Database for free! Try our new DataFinder.
New Features:
1. Create Custom Performance & Risk Rankings
2. Portfolio Calculator: Create your own custom portfolio. Combine Hedge Funds, FoFs, and CTAs.
3. Correlation Calculator
4. Expanded Fund Profiles
5. Watch Lists: Create and save lists of funds.
6. Instruction Manual: A complete step-by-step guide to all the different features. View manual.
Search - 45+ strategies, fund name, worst drawdown, compound annual return, correlations against indices.
New Portfolio Calculator - Build a portfolio; underlying funds are automatically updated. Produce performance stats with a single click.
Fund Rankings – Do a search and rank the results by risk and return measures.
Correlation Calculator - Correlate funds, benchmarks, and portfolios you've created.
Labels: CTA, FoF, free, funds of hedge funds, hedge fund performance, hedge fund research, hedge funds
Thursday, October 16, 2008
How Does This Sell-Off Compare to the 2000-2002 Bear Market?
The topical study from the October 2008 issue of The Hedge Fund Flow Report. Gain insight into industry trends and hedge fund asset flows before you make your next important decision.
As the S&P 500 plunged deep into bear market territory in September, we compared hedge funds flow and performance during these past twelve months to that of the 2000-2002 bear market.
As the S&P 500 plunged deep into bear market territory in September, we compared hedge funds flow and performance during these past twelve months to that of the 2000-2002 bear market.
- What are the similarities and differences between the two episodes?
- What strategies are better equipped to cope with a bear market?
- Are memories of the 2000-2002 bear market guiding investors’ behavior?
Hedge funds weathered the 2000-2002 bubble burst much better than the current market. In both cases hedge fund investors keep adding money to the industry.
Hedge funds outperformed the S&P 500 by 52% during the previous bear market, against 16.0% in the past thirteen months.
We believe there are three reasons why hedge funds have more trouble coping with this crisis . .
Accredited investors can read the entire article for free.
From the October 2008 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.
Labels: Hedge Fund Flow Topical Study, hedge funds
Thursday, October 9, 2008
Barclay CTA Index Gains 0.68% in September; Managed Futures Up 7.86% in 2008
FAIRFIELD, Iowa, October 9, 2008 –Managed futures gained 0.68% in September, according to the Barclay CTA Index compiled by BarclayHedge.
“As the financial crisis continued to wreak havoc across global equity markets, trend-following CTAs were able to profit from short positions in stock index futures,” says Sol Waksman, founder and president of BarclayHedge.
In September, the Barclay Systematic Traders Index gained 1.94%, Diversified Traders were up 1.56%, and the Financial/Metals Index rose 1.07%.
“Most commodity prices have been in decline since mid-August,” says Waksman. “CTAs, on balance, are currently short these markets, and the price declines were another source of profits for the month.”
“Global fixed income was a difficult area for many traders in September. The US rescue plan resulted in large counter-trend moves in the interest rate markets.”
The Barclay CTA Index is up 7.86 percent through September, in stark contrast to a 19.29 percent decline in the S&P 500.
All eight of the managed futures indices monitored by BarclayHedge have positive returns in 2008. The Diversified Traders Index is up 14.15% after three quarters, Agricultural Traders have gained 10.73%, Systematic Traders are up 9.21%, and Discretionary Traders have gained 9.05%.
The Barclay BTOP50 Index, which monitors performance of the largest traders, rose 0.28% in September. The BTOP50 is now up 6.45% for the year.
Click here to view 28 years of Barclay CTA Index data.
Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For quotes, commentary or background, call 641-472-3456 or email swaksman@barclayhedge.com.
BarclayHedge (formerly The Barclay Group) was founded in 1985 and actively tracks 6,800 hedge funds, funds of hedge funds, and managed futures programs. Barclay has created and regularly updates 18 proprietary hedge fund indices and eight managed futures indices.
Institutional investors, brokerage firms and private banks worldwide utilize BarclayHedge data as performance benchmarks for the hedge fund and managed futures industries.
“As the financial crisis continued to wreak havoc across global equity markets, trend-following CTAs were able to profit from short positions in stock index futures,” says Sol Waksman, founder and president of BarclayHedge.
In September, the Barclay Systematic Traders Index gained 1.94%, Diversified Traders were up 1.56%, and the Financial/Metals Index rose 1.07%.
“Most commodity prices have been in decline since mid-August,” says Waksman. “CTAs, on balance, are currently short these markets, and the price declines were another source of profits for the month.”
“Global fixed income was a difficult area for many traders in September. The US rescue plan resulted in large counter-trend moves in the interest rate markets.”
The Barclay CTA Index is up 7.86 percent through September, in stark contrast to a 19.29 percent decline in the S&P 500.
All eight of the managed futures indices monitored by BarclayHedge have positive returns in 2008. The Diversified Traders Index is up 14.15% after three quarters, Agricultural Traders have gained 10.73%, Systematic Traders are up 9.21%, and Discretionary Traders have gained 9.05%.
The Barclay BTOP50 Index, which monitors performance of the largest traders, rose 0.28% in September. The BTOP50 is now up 6.45% for the year.
Click here to view 28 years of Barclay CTA Index data.
Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For quotes, commentary or background, call 641-472-3456 or email swaksman@barclayhedge.com.
BarclayHedge (formerly The Barclay Group) was founded in 1985 and actively tracks 6,800 hedge funds, funds of hedge funds, and managed futures programs. Barclay has created and regularly updates 18 proprietary hedge fund indices and eight managed futures indices.
Institutional investors, brokerage firms and private banks worldwide utilize BarclayHedge data as performance benchmarks for the hedge fund and managed futures industries.
Labels: BarclayHedge press release, managed futures
Wednesday, October 8, 2008
Barclay Hedge Funds Index Falls 5.94% in September; Worst Loss Since August 1998
FAIRFIELD, Iowa, October 8, 2008 – Hedge funds dropped 5.94% in September according to the Barclay Hedge Fund Index compiled by BarclayHedge.
“This is the worst one-month decline since August 1998, when hedge funds fell 7.81%,” says Sol Waksman, founder and president of BarclayHedge.
“Ten years ago, Russia defaulted on its bonds, LTCM had to be bailed out, hedge funds were forced to delever by their prime brokers, emerging markets were in a tailspin, and the market for mortgage-backed securities had seized up. As Yogi Berra reportedly once said, ‘It’s like déjà vu all over again.’”
Barclay’s Distressed Securities Index dropped 10.37% in September, Emerging Markets fell 10.28%, Convertible Arbitrage was down 8.97%, Equity Long Bias lost 8.29%, and the Multi-Strategy Index was down 8.16%.
“All of the MSCI Developed Market and Emerging Market country indices were down in September,” says Waksman. “As investors continue to shy away from risk, equity markets decline and credit spreads widen. Both of these factors are negative for hedge funds.”
In contrast to declines in most hedge fund strategies, the Barclay Equity Short Bias Index jumped 7.94% in September. Equity Short Bias has gained 23.42% in 2008.
“Obviously, when equity markets are in trouble, going short can provide significant gains that can help offset other losses in a portfolio,” says Waksman.
Year to date, the Barclay Hedge Fund Index has lost 11.33 percent, compared to a drop of 19.29 percent in the S&P 500.
The Barclay Fund of Funds Index lost 5.12% in September, and is down 11.42% for the year.
Click here to view five years of Barclay Hedge Fund Index data, or download 11 years of monthly data.
Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For quotes, commentary or background, call 641-472-3456 or email swaksman@barclayhedge.com.
BarclayHedge (formerly The Barclay Group) was founded in 1985 and actively tracks 6,800 hedge funds, funds of 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 BarclayHedge data as performance benchmarks for the hedge fund and managed futures industries.
“This is the worst one-month decline since August 1998, when hedge funds fell 7.81%,” says Sol Waksman, founder and president of BarclayHedge.
“Ten years ago, Russia defaulted on its bonds, LTCM had to be bailed out, hedge funds were forced to delever by their prime brokers, emerging markets were in a tailspin, and the market for mortgage-backed securities had seized up. As Yogi Berra reportedly once said, ‘It’s like déjà vu all over again.’”
Barclay’s Distressed Securities Index dropped 10.37% in September, Emerging Markets fell 10.28%, Convertible Arbitrage was down 8.97%, Equity Long Bias lost 8.29%, and the Multi-Strategy Index was down 8.16%.
“All of the MSCI Developed Market and Emerging Market country indices were down in September,” says Waksman. “As investors continue to shy away from risk, equity markets decline and credit spreads widen. Both of these factors are negative for hedge funds.”
In contrast to declines in most hedge fund strategies, the Barclay Equity Short Bias Index jumped 7.94% in September. Equity Short Bias has gained 23.42% in 2008.
“Obviously, when equity markets are in trouble, going short can provide significant gains that can help offset other losses in a portfolio,” says Waksman.
Year to date, the Barclay Hedge Fund Index has lost 11.33 percent, compared to a drop of 19.29 percent in the S&P 500.
The Barclay Fund of Funds Index lost 5.12% in September, and is down 11.42% for the year.
Click here to view five years of Barclay Hedge Fund Index data, or download 11 years of monthly data.
Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For quotes, commentary or background, call 641-472-3456 or email swaksman@barclayhedge.com.
BarclayHedge (formerly The Barclay Group) was founded in 1985 and actively tracks 6,800 hedge funds, funds of 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 BarclayHedge data as performance benchmarks for the hedge fund and managed futures industries.
Labels: BarclayHedge press release, hedge funds
Tuesday, October 7, 2008
August Commodity Trading Advisor and Hedge Fund Performance
Commodity Trading Advisor performance for August as measured by the Barclay CTA Index averaged +0.12%. September's estimate based on the performance of the Barclay BTOP50 Index is +0.28%.
Hedge funds had another down month in August reflected by losses in fourteen of our eighteen indices. The average return for the 2,938 hedge funds (ex. FoFs) that have so far reported an August return is -1.25%. The estimates for September, 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 negative returns for September.
Hedge Fund Indices and Managed Futures Indices
From the October 2008 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Hedge funds had another down month in August reflected by losses in fourteen of our eighteen indices. The average return for the 2,938 hedge funds (ex. FoFs) that have so far reported an August return is -1.25%. The estimates for September, 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 negative returns for September.
Hedge Fund Indices and Managed Futures Indices
From the October 2008 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
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