Friday, February 27, 2009
Managed Futures Lose a Little Ground in January; Barclay CTA Index Down 0.13%
FAIRFIELD, Iowa, February 18, 2009– Despite an overall gain of 14.11% in 2008, Managed Futures slipped 0.13% in January according to the Barclay CTA Index compiled by BarclayHedge.
“After a very successful three-month run at the end of 2008, most CTAs had trouble getting traction in 2009,” says Sol Waksman, founder and president of BarclayHedge. . .
Read the entire Managed Futures Press Release by clicking here.
Labels: BarclayHedge press release, managed futures
Thursday, February 19, 2009
Hedge Funds Slip Again in January; Barclay Hedge Fund Index Down 0.26%
FAIRFIELD, Iowa, February 12, 2009– Hedge funds lost a record 21.53% in 2008, and began 2009 in the red, sliding 0.26% in January according to the Barclay Hedge Fund Index compiled by BarclayHedge.
“Global equity markets lost ground in January and volatility remained high,” says Sol Waksman, founder and president of BarclayHedge. . .
Read the entire Hedge Fund Press Release by clicking here.
Labels: BarclayHedge press release, hedge funds
Market Risk of Equity Long-Short and Market-Neutral Hedge Funds
How much risk did hedge fund investors expose themselves to when they bought so called “market neutral" funds? Has the market risk of Equity Long-Short and Equity Market Neutral strategies increased with the sell-off? Did some Equity Long-Short funds anticipate the sell-off and reduce their market exposure? If so, did they achieve superior returns and gather assets?
Market risk of Equity Long-Short and Equity Market Neutral funds increased significantly over past two years.
We studied the returns and flows of 597 Equity Long-Short funds and 143 Equity Market Neutral funds from 2000 to 2005 and 2006 to 2008. Our findings . .
Labels: Hedge Fund Flow Topical Study, hedge fund risk, hedge funds
Monday, February 9, 2009
Selectivity and Timing Performance of Funds of Hedge Funds: A Time-Varying Approach
Their paper presents evidence that selectivity and timing performance can be regarded as a good discriminating factor for superior funds of hedge funds.
Download the full article here
From the February 2009 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, FoF, funds of hedge funds, hedge fund performance, hedge fund research
December Commodity Trading Advisor and Hedge Fund Performance
Commodity Trading Advisor performance for December as measured by the Barclay CTA Index averaged +1.24%. January's estimate based on the performance of the Barclay BTOP50 Index is -0.10%.
Hedge funds had a positive month in December reflected by gains in fourteen of our eighteen indices. The average return for the 2,443 hedge funds (ex. FoFs) that have so far reported a December return is +0.50%. 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, 14 of 18 hedge fund sectors are showing positive returns for January.
Hedge Fund Indices Managed Futures Indices
From the February 2009 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
Tuesday, February 3, 2009
BarclayHedge and SwissAnalytics Team Up to Offer Hedge Fund Due Diligence
BarclayHedge and SwissAnalytics join forces, providing hedge fund investors a one-stop-shop for full-scale hedge fund due diligence.
Investors receive a one-time 10% discount on their first completed due diligence report if ordered over BarclayHedge’s website.
Labels: BarclayHedge press release, hedge fund research, hedge fund risk, hedge funds
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