Friday, April 15, 2011

 

February Hedge Fund and CTA Performance

Hedge funds had a positive month in February reflected by gains in sixteen of our eighteen indices. The average return for the 3,071 hedge funds (ex. FoFs) that have so far reported a February return is +1.14%. The estimates for March, 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, 12 of 18 hedge fund sectors are showing positive returns for March.

Commodity Trading Advisor performance for February as measured by the Barclay CTA Index averaged +1.04%. March's estimate based on the performance of the Barclay BTOP50 Index is -1.59%.

Hedge Fund Indices Managed Futures Indices

From the April 2011 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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