Thursday, July 16, 2009

 

Barclay CTA Index Slips 0.87% in June; Volatility Chops Both Long and Short Traders

FAIRFIELD, Iowa, July 16, 2009– Managed futures continued their choppy performance in 2009, losing 0.87% in June according to the Barclay CTA Index compiled by BarclayHedge.

“The month began with a wave of optimism based on reported sightings of economic ‘green shoots’ in early June,” says Sol Waksman, founder and president of BarclayHedge.

“By month’s end however, investor doubts had resurfaced and the gains from rallies earlier in the month had turned to losses.”


Read the entire Hedge Fund Press Release by clicking here.

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Tuesday, July 14, 2009

 

Barclay Hedge Fund Index Rises 0.45% in June; Hedge Funds Up 11.00% in Six Months

FAIRFIELD, Iowa, July 14, 2009– Hedge funds gained 0.45% in June according to the Barclay Hedge Fund Index compiled by BarclayHedge.

“After four profitable months in a row, hedge funds have now gained 11.00% since the beginning of the year,” says Sol Waksman, founder and president of BarclayHedge.

“It’s the best start since 1999 when the Barclay Hedge Fund Index gained 15.94% in the first six months.”



Read the entire Hedge Fund Press Release by clicking here.

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Thursday, July 9, 2009

 

Investor Irrationality and Closed-End Hedge Funds

By Oliver Dietiker, University of Basel

In his paper, he finds that while investors act rationally most of the time, many acted irrationally when faced with the worsening economic conditions in the second half of 2008.

Download the full article here.

From the July 2009 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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May Commodity Trading Advisor and Hedge Fund Performance

Commodity Trading Advisor performance for May as measured by the Barclay CTA Index averaged 2.70%. June's estimate based on the performance of the Barclay BTOP50 Index is
-1.62%.

Hedge funds had a positive month in May reflected by gains in seventeen of our eighteen indices. The average return for the 2,620 hedge funds (ex. FoFs) that have so far reported a May return is 5.52%. The estimates for June, 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, 13 of 18 hedge fund sectors are showing positive returns for June.

Hedge Fund Indices Managed Futures Indices

From the July 2009 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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Tuesday, July 7, 2009

 

Hedge Fund Liquidations Slow to $19 Billion in Q1 2009

The topical study from the July 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.


Estimating hedge fund assets has become a lot harder after last year’s market debacle. Many of the funds which reported to public hedge fund databases stopped disclosing their assets and returns because their performance was no longer marketable. In addition, an unknown number of funds have been liquidated.

To address this issue, BarclayHedge surveys all hedge funds which stopped reporting and asks them whether they were liquidated.

Reporting problems were most acute in the fourth quarter of 2008, with a drop rate of 8.4%.

In order to estimate overall hedge fund liquidations, we assumed that half of the funds that elected not to report or could not be contacted were liquidated.

In this study, we found that . . . .

Accredited investors can read the entire article for free.


From the July 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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