Tuesday, August 16, 2011
Managed Futures Gain 1.32% in July; Barclay BTOP50 Index Adds 1.95%
FAIRFIELD, Iowa, August 16, 2011– Managed futures gained 1.32% in July according to the Barclay CTA Index compiled by BarclayHedge. Year-to-date, the Barclay CTA Index is down 0.67%.
“A counter-intuitive bond market rally that flew in the face of rating downgrade concerns may have puzzled many traders, but trend-following CTAs were largely able to profit from the move,” says Sol Waksman, founder and President of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.Labels: BarclayHedge press release, CTA
Monday, August 15, 2011
Hedge Funds Hold Their Ground in July; Barclay Hedge Fund Index Slips 0.01%
FAIRFIELD, Iowa, August 12, 2011 – Despite major declines in the equity markets, hedge funds as a whole held their ground in July, with a 0.01% loss in the Barclay Hedge Fund Index compiled by BarclayHedge. Year-to-date, the Index is up 1.06%.
“Declines across equity markets in Europe and the US were driven largely by a lack of political will to address the fundamental long term sovereign debt problems on both sides of the Atlantic,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
Labels: BarclayHedge press release, hedge funds
Tuesday, August 9, 2011
Why Due Diligence?
Does it really pay to conduct due diligence?
Can due diligence really detect issues?
Can't I simply trust UCITS?
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, you receive an ongoing $500 discount on "Silver" Due Diligence reports and an exclusive 10% discount on your first "Gold" or "Ops" Due Diligence Report from SwissAnalytics.
SwissAnalytics conducts due diligence on the entire range of alternative investment strategies and managers located anywhere in the world in a timely and cost-effective manner. Services are currently offered along three core lines: "Silver"-, "Gold"-, and "Ops"-Due Diligence.
To download a sample "Silver" Due Diligence Report, simply fill out this short request form.
Labels: cta due diligence, due diligence, hedge fund due diligence, hedge fund risk, hedge fund risk analysis
Shadow Accounting - Another Recycled Product
Shadow accounting is nothing new as it relates to the ‘checks and balances’ procedures used to verify hedge fund and CTA performance numbers. In “Shadow Accounting — Another Recycled Product,” Butler, sheds light on the value-added advantage that an independent administrator brings to this important charge in ensuring proper fund management practices.
Read the full study here.
Labels: Barclay Insider Report, Fund Administration Research Articles
New Fund Launches
From the August 2011 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: CTA, hedge funds, New Fund Launches
Diversification in Funds of Hedge Funds: Is it Possible to Overdiversify?
In their paper, they examine a database that separates out for the first time the effects of diversification (the number of underlying hedge funds) from scale (the magnitude of assets under management).
Download the full article here. From the August 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, FoF, funds of hedge funds, hedge fund performance
June Hedge Fund and CTA Performance
Commodity Trading Advisor performance for June as measured by the Barclay CTA Index averaged -1.61%. July's estimate based on the performance of the Barclay BTOP50 Index is 1.95%.
Hedge Fund Indices Managed Futures Indices
From the August 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
Monday, August 8, 2011
Hedge Funds Pull in $3.8 Billion in June, Sixth Straight Inflow, and Rake in $73.0 Billion in First Half of 2011
New York, NY – August 8, 2011 – The hedge fund industry took in $3.8 billion (0.2% of assets) in June, the sixth straight inflow as well as the eleventh in 12 months, report BarclayHedge and TrimTabs Investment Research. Industry assets decreased to $1.806 trillion from $1.822 trillion in May because performance was poor. The Barclay Hedge Fund Index decreased 1.0% in June.
“Investors were very kind to hedge funds in the first half of the year,” says Sol Waksman, founder and President of BarclayHedge. “The industry raked in $73.0 billion (4.0% of assets), which goes down as the heaviest first-half inflow since 2007. But we wonder if strong inflows will persist through the remainder of the year in light of the recent bloodbath in equities.”
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
Labels: BarclayHedge press release, flows into CTAs, flows into hedge funds
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - July Survey
The topical study from the August 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 reversed their stance on U.S. equities. Bullish sentiment on the S&P 500 soared to 43%, the largest share since December 2010, from 27% in June. Bearish sentiment sank to 27%, the smallest share since January 2011, from 38%.
- Equity futures flows have yet to confirm the shift to bullishness. Speculative traders were net buyers of equity futures in only two of the past eight weeks, perhaps in part because of the uncertainty surrounding the debt ceiling. Meantime short interest decreased in the past month, albeit modestly.
- Hedge fund managers remain very sour on long-dated Treasuries. Bearish sentiment on the 10-year note changed little in July (42% versus 44% in June, the largest share in six months). Bullish sentiment sank to 12%, the smallest share in more than seven months, from 18% in June. Meantime managers remain modestly bullish on the greenback.. . .
Accredited investors can read the entire article for free. From the August 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 CTAs, flows into hedge funds, Hedge Fund Flow Topical Study, hedge funds
Monday, August 1, 2011
Hedge Fund Managers Turn Bullish on U.S. Equities. According to Survey, 43% of Managers Bullish on S&P 500 while 27% Bearish.
New York, NY – August 1, 2011 – Hedge fund managers have turned bullish on U.S. equities, according to BarclayHedge and TrimTabs Investment Research. Bullish sentiment on the S&P 500 among hedge fund managers soared to 43% in July, the largest share since December 2010, from 27% in June. Bearish sentiment sank to 27%, the smallest share since January 2011, from 38%.
“This reversal is striking,” says Sol Waksman, founder and President of BarclayHedge. “Hedge fund managers were meaningfully bullish on domestic stocks in only one month in the first half of the year. Our research shows that hedge fund sentiment is a decent leading indicator, so the shift could help support stock prices in the near term.”
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
Labels: BarclayHedge press release, CTA, hedge fund research, hedge funds
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