Wednesday, October 13, 2010

 

August Hedge Fund & CTA Performance

Hedge funds had a negative month in August reflected by losses in ten of our eighteen indices. The average return for the 2,981 hedge funds (ex. FoFs) that have so far reported an August return is -0.40%. The estimates for September, 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, 17 of 18 hedge fund sectors are showing positive returns for September.

Commodity Trading Advisor performance for August as measured by the Barclay CTA Index averaged +1.63%. September's estimate based on the performance of the Barclay BTOP50 Index is +1.64%.

Hedge Fund Indices Managed Futures Indices

From the October 2010 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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