Wednesday, August 18, 2010


Barclay CTA Index Up 0.09% in July; Commodities Rally While Dollar Weakens

FAIRFIELD, Iowa, August 18, 2010– Managed futures gained 0.09% in July according to the Barclay CTA Index compiled by BarclayHedge. Year-to-date, the Barclay CTA Index has lost 0.91%.

“As market participants moved from a risk-avoidance posture to a more risk-seeking strategy in July, many traders were caught on the wrong side of a rally in global commodities,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Managed Futures Press Release by clicking here.

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Monday, August 16, 2010


2nd QTR Equity Losses Raise Specter of “Double Dip”

Flexibility of L/S Equity Funds Facilitates Integration of Divergent Views

From the Third Quarter, 2010 issue of Barclay Managed Funds Report. The full report also includes 24 hedge fund and managed futures performance ranking tables and in-depth manager profiles. Subscribe. View Roundtables from back issues.

Following four consecutive quarters of positive returns, the S&P 500 retreated during the second quarter of 2010 reflecting a market reality check on the true speed of the global economic recovery. Data in the US continues to be mixed at best, with the high level of unemployment remaining the greatest concern along with wavering consumer sentiment.

More disconcerting is that the US appears to be the shining star among the developed world with Europe roiled by the Greek debt crisis and Japan teetering on a similar fiscal path. And while the emerging markets appear decoupled from their developed counterparts in leading the economic recovery, market volatility remains elevated throughout the region.

While this type of global market volatility poses obvious challenges to long-only investors, it would seem that the current opportunity set would be bountiful for long/short equity managers that have much more flexibility in the management of their market exposure. With a host of impending regulations on the horizon, both in
the US and abroad, however, questions have been raised as to the ability of long/short equity managers to continue to add value on a non-correlated basis going forward. To discuss the equity market environment and opportunities within long/short equity investing in more detail, we have assembled a panel of experienced

Our panel includes:

Brad Golding, Christofferson,Robb & Company
Nico Y. Mizrahi, First Pacific Advisors, LLC.
Anna Nikolayevsky, Axel Partners,LP.

The complete article will be available on the website in November 2010. Subscribe to receive each issue of the Barclay Managed Funds Report as it comes out.

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Friday, August 13, 2010


Barclay Hedge Fund Index Gains 2.15% in July; 80% of Hedge Funds are Profitable for the Month

FAIRFIELD, Iowa, August 11, 2010– Hedge funds gained 2.15% in July according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index is up 2.2% year to date.

All but one of Barclay’s 18 hedge fund indexes had a positive return in July. The Barclay Emerging Markets Index surged 3.54%, Equity Long Bias jumped 3.03%, the Technology Index gained 2.61%, Multi-Strategy was up 2.26%, and Fixed Income Arbitrage rose 2.03%.

Read the entire Hedge Fund Press Release by clicking here.

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Fund Launches

To see the latest hedge funds, fund of funds and CTAs that have launched recently or will be launching soon click here. Fund Managers who would like to see their new fund listed on Barclay’s website and featured in the next Insider Report, can submit new fund launch press releases directly to Below is a list of recent fund launches:

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

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The New Paradigm — SAS 70 Reports and Alternative Investment Managers

By Michael Cyran, Cynthia Doe and Tal Goldhamer of the Financial Services Office of Ernst & Young LLP, with an introduction by Dermot Butler of Custom House Global Fund Services

Just as ISO 9001 has been regarded as the quality standard for manufacturing firms and their processes, the SAS 70 Report has become the new standard within the alternative investments industry indicating that effective controls and systems are in place. Their paper explains how completing the SAS 70 Report can differentiate your firm from the pack.

Read the full study here.

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Early Stage Silver Due Diligence — Towards a More Robust Approach to Alternative Funds Selection

Whether a private investor or institutional, a fund distributor or allocator, all individuals charged with the daunting task of fund selection are confronted with a similar problem. We call this "falling in love" with a fund. For the pragmatist, the love story may begin with an upward-sloping line chart. For the romantic, it can be solidified in a marketing pitch spilling sexy Greeks and spattered with an enticing financial glossary. This article takes a closer look at the problem that this phenomenon creates for fund selectors and presents some suggestions on how to reduce the chance of qualitatively weaker funds from becoming approved through this bias while reducing the costs of the selection process.

Read the full study here.

Hedge Fund Due Diligence Reports

BarclayHedge and SwissAnalytics have teamed up to offer hedge fund and CTA due diligence. As a BarclayHedge member receive an exclusive 10% discount on your first Hedge Fund Due Diligence Report from SwissAnalytics.

SwissAnalytics offers a comprehensive approach to systematically score each fund on more than 140 qualitative risk factors. SwissAnalytics researchers conduct full-service due diligence on the entire range of hedge fund and CTA strategies and managers located anywhere in the world in a timely and cost-effective manner.

To download a sample Due Diligence Report, simply fill out this short request form.

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Regular(ized) Hedge Fund Clones

By Daniel Giamouridis, Dept. of Accounting & Finance, Athens University of Economics and Business; and Sandra Paterlini, Center for Quantitative Risk Analysis, Dept. of Statistics, LMU, Munich, Germany

Their article addresses the problem of portfolio construction in the context of efficient hedge fund investments replication.

Download the full article here.

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

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June Hedge Fund & CTA Performance

Hedge funds had a negative month in June reflected by losses in thirteen of our eighteen indices. The average return for the 2,887 hedge funds (ex. FoFs) that have so far reported a June return is -1.05%. The estimates for July, 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 July.

Commodity Trading Advisor performance for June as measured by the Barclay CTA Index averaged +0.37%. July's estimate based on the performance of the Barclay BTOP50 Index is -0.77%.

Hedge Fund Indices Managed Futures Indices

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

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Tuesday, August 10, 2010


Hedge Funds Post Outflow of $3.7 Billion in June 2010; Hedge Fund Managers More Upbeat on S&P 500 and Less Bullish on U.S. Dollar According to Survey

New York, NY – August 9, 2010 – TrimTabs Investment Research and BarclayHedge reported that the hedge fund industry posted an estimated outflow of $3.7 billion, or 0.2% of assets, in June 2010, following an inflow of $4.9 billion in May and an outflow of $2.5 billion in April. The industry posted negative returns of 3.2% in May and 1.1% in June, the first two-month losing streak since January and February 2009.

“Redemptions probably persisted through July, and they could pepper the remainder of the year,” said Sol Waksman, founder and president of BarclayHedge. “Even if performance hadn’t been poor in May and June, July is historically one of the worst months of the year for fund subscriptions, and seasonality will be working against inflows through December.”

Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.

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TrimTabs/BarclayHedge Survey of Hedge Fund Managers

The topical study from the August 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.

Accredited investors can read the entire article for free.

From the August 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.

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