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.

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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.

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We Estimate Hedge Fund Liquidations of $268 Billion (13.6% of Assets)

The topical study from the March 2009 issue of The Hedge Fund Flow Report. Gain insight into industry trends and hedge fund asset flows before you make your next important decision.

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 . . .

Accredited investors can read the entire article for free.

From the March 2009 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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Performance Bias from Strategic Asset Allocation: The Case of Funds of Hedge Funds

By Dr. Oliver A. Schwindler, Department of Finance, Bamberg University

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.

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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.

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