Tuesday, March 17, 2009
Managed Futures Tread Water in February; Barclay CTA Index Down 0.18%
FAIRFIELD, Iowa, February 18, 2009– Managed futures were down 0.18% in February according to the Barclay CTA Index compiled by BarclayHedge.
“Conventional wisdom has determined that the economic recovery has been postponed until 2010,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
Labels: BarclayHedge press release, managed futures
Hedge Funds Down 1.42% in February; Big Gains for Convertible Arbitrage and Short Sellers
FAIRFIELD, Iowa, March 17, 2009– According to the Barclay Hedge Fund Index compiled by BarclayHedge, hedge funds dropped 1.42% in February; and the Index is down 1.56% year-to-date.
“Although equity markets in developed nations had double-digit losses in February, hedge funds performed comparatively well,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
Labels: BarclayHedge press release, hedge funds
We Estimate Hedge Fund Liquidations of $268 Billion (13.6% of Assets)
Estimates of the hedge fund industry size, which was widely assumed to be around $2.0 trillion in December 2007, varied dramatically in the last quarter of 2008. HedgeFund Intelligence estimated that hedge funds assets fell to $1.8 trillion in December 2008, Hedge Fund Research estimated assets fell to $1.4 trillion.
Reporting rate plummets in the fourth quarter. We estimate that 71.5% of the funds which stopped reporting were liquidated.
As of December 2007, 1,999 hedge funds and 1,152 funds of hedge funds reported their assets and returns to BarclayHedge. By December 2008, only 1,457 hedge funds and 840 funds of hedge funds still disclosed their data. We surveyed the funds which stopped reporting. In terms of assets, 71.5% of the funds which stopped reporting were liquidated, 13.7% elected not to report their assets to BarclayHedge and 14.8% did not return our calls . . .
Labels: CTA, Hedge Fund Flow Topical Study, hedge funds
Performance Bias from Strategic Asset Allocation: The Case of Funds of Hedge Funds
The paper examines a possible performance bias which could arise from strategic asset allocation and its impact on the performance of an actively managed portfolio of funds of hedge funds.
Download the full article here
From the March 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
January Commodity Trading Advisor and Hedge Fund Performance
Commodity Trading Advisor performance for January as measured by the Barclay CTA Index averaged -0.22%. February's estimate based on the performance of the Barclay BTOP50 Index is 0.0%.
Hedge funds had a mixed month in January reflected by gains in thirteen of our eighteen indices. The average return for the 2,417 hedge funds (ex. FoFs) that have so far reported a January return is -0.13%. 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, 14 of 18 hedge fund sectors are showing negative returns for February.
Hedge Fund Indices Managed Futures Indices
From the March 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
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