Thursday, April 8, 2010


Hedge Fund Flows and Returns by Location

The topical study from the April 2010 issue of The Hedge Fund Flow Report. Gain insight into industry trends and hedge fund asset flows before you make your next important decision.

The hedge fund industry has gone global. The U.S. share of funds in the BarclayHedge database dropped to 60% in February 2010 from 71% in February 2000. The 2008 crisis halted the steady ascent of London as a choice for fund listings. Funds based in Britain posted much larger redemptions than their American counterparts.

Hedge fund returns were largest in Canada (268%) and China (266%) in the past decade, while returns were the worst in Japan and Switzerland. Levels of risk explain differences in geographic returns. The Sharpe ratio of hedge fund returns is close to one in most regions. U.S. funds have a relatively high Sharpe ratio because of their low volatility.

Flows seem to follow returns fairly quickly. Funds based in Canada posted the largest inflow as a percentage of assets (234%) in the past 10 years. Hedge fund flows were highly correlated between all regions, suggesting the industry is globally integrated.

Read more . . . .

Accredited investors can read the entire article for free.

From the April 2010 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: , ,

<< Home

Copyright © 2010 by Barclay Hedge

This page is powered by Blogger. Isn't yours? Subscribe by RSS Subscribe by Atom

Subscribe to Posts [Atom]