BarclayHedge Blog

FAIRFIELD, Iowa, July 19, 2011– Managed futures lost 1.31% in June according to the Barclay CTA Index compiled by BarclayHedge. Year-to-date, the Barclay CTA Index is down 1.51%.

Seven of Barclay’s eight CTA indices had losses in June. The Barclay Diversified Traders Index dropped 2.24%, Systematic Traders were down 1.97%, Agricultural Traders lost 0.11%, and Currency Traders were down 0.35%.

Read the entire Managed Futures Press Release by clicking here.

Labels: BarclayHedge press release, CTA

FAIRFIELD, Iowa, July 18, 2011 – Hedge fund performance was down for the second month in a row, with a 1.04% loss in June according to the Barclay Hedge Fund Index compiled by BarclayHedge. Year-to-date the Index is up just 1.04%.

“After eight straight months of gains going back to September of 2010, hedge funds have lost ground for two months in a row, giving up most of their 2011 profits,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Hedge Fund Press Release by clicking here.

Labels: BarclayHedge press release, hedge funds

By Dermot Butler, Chairman of Custom House Global Funds Services Ltd.

Location, location, location...we’ve all heard this maxim as it relates to real estate investing. In “If It Works in Houston, It’ll Work in Singapore,” Butler relates how important it is for a fund administrator to have the right physical office location, and the impact on client relations and growth opportunities. (Note: this article was originally published last month in HedgeWeek.)

Read the full study here.

Labels: Barclay Insider Report, Fund Administration Research Articles

To see a complete list of 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 rmiller@barclayhedge.com. Below is a list of recent fund launches:

• Derwent Capital Markets


• Global Forestry Growth Fund LFP


• KBD Relative Value Plus program


• Mayar Fund Ltd

From the July 2011 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: CTA, hedge funds, New Fund Launches

By Arnaud Cavé, Dept. of Finance, HEC Management School — University of Liège, Georges Hübner, the Deloitte Chair of Portfolio Management and Performance, HEC Management School — University of Liège, and Danielle Sougné, the KBL Chair in Fund Industry, HEC Management School — University of Liège

Their paper studies the skills of three categories of hedge funds regarding their ability to time the market.

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

Labels: Barclay Insider Report, Barclay Insider Report Guest Article, hedge fund research, hedge funds

Hedge fund performance was less than stellar in May exhibited by losses in fourteen of our eighteen indices. The average return for the 2,778 hedge funds (ex. FoFs) that have so far reported a May return is -0.88%. 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, 14 of 18 hedge fund sectors are showing negative returns for June.

Commodity Trading Advisor performance for May as measured by the Barclay CTA Index averaged -2.54%. June's estimate based on the performance of the Barclay BTOP50 Index is -1.09%.


Hedge Fund Indices Managed Futures Indices

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

Labels: Barclay Insider Report, commodity trading advisor, CTA, hedge fund performance

The topical study from the July 2011 issue of The Hedge Fund Flow Report. Gain insight into industry trends and hedge fund asset flows before you make your next important decision.

• Hedge fund managers have turned bearish on U.S. equities. About 38% of the 87 managers we surveyed in the past week are bearish on the S&P 500, up from 29% in May, while 27% are bullish, down from 30%.


• The equity futures positions of speculative traders confirm the gloom. Spec traders were net sellers of S&P 500 futures and Nasdaq futures in each of the past six weeks. But the selling has been light by historical standards, which suggests that many traders want to see more serious damage (the S&P and the Dow have not broken below their 200-day averages) before putting on bear market trades. . .

Accredited investors can read the entire article for free. From the June 2011 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: CTA, flows into hedge funds, Hedge Fund Flow Topical Study

New York, NY – July 11, 2011 – The hedge fund industry posted an inflow of $8.1 billion (0.5% of assets) in May 2011, report BarclayHedge and TrimTabs Investment Research.  The inflow marks the fifth straight as well as the seventh in eight months.  Industry assets remain unchanged at $1.79 trillion, just below the highest level since October 2008.

“Hedge fund investors have been pouring money into funds,” explains Sol Waksman, founder and President of BarclayHedge.  “The industry hauled in $75.0 billion in the first five months of 2011, which marks the heaviest such inflow since 2007.  Performance, however, has hardly been stellar.  The Barclay Hedge Fund Index shows a year-to-date return of just 2.1% through May, and many managers are in the red for the year.”

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

Labels: BarclayHedge press release, CTA, flows into CTAs, flows into hedge funds, hedge fund flows, hedge fund research

New York, NY – July 5, 2011 – Hedge fund managers have turned bearish on U.S. equities, according to TrimTabs Investment Research and BarclayHedge.  About 38% of the 87 hedge fund managers the firms surveyed are bearish on the S&P 500, up from 29% in May and the highest share since February.  Only 27% of managers are bullish, down from 30% in May.

“Downbeat views on domestic stocks characterized the first half of 2011,” says Sol Waksman, founder and President of BarclayHedge.  “Hedge fund managers were net bearish on the S&P 500 in four of the first six months of the year.  The grim mood coincides with weak performance.  The Barclay Hedge Fund Index shows a year-to-date return of just 1.8% after increasing 10.9% in 2010.”

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

Labels: BarclayHedge press release, CTA, hedge fund research, hedge funds