BarclayHedge Blog

FAIRFIELD, Iowa, September 20, 2011– Managed futures gained 0.16% in August according to the Barclay CTA Index compiled by BarclayHedge. Year-to-date, the Index remains down 0.51%.

“Increasing volatility across global markets provided profitable opportunities for most of the major sectors,” says Sol Waksman, founder and President of BarclayHedge.

Read the entire Managed Futures Press Release by clicking here.

Labels: BarclayHedge press release, CTA

FAIRFIELD, Iowa, September 19, 2011 – Most hedge fund strategies experienced widespread and significant losses in August, contributing to a 3.42% fall in the Barclay Hedge Fund Index compiled by BarclayHedge. Year-to-date, the Index is down 2.50%.

“In what has been the worst month since Lehman’s failure in September 2008 when hedge funds dropped 6.99 percent, more than 83 percent of the 3,120 funds that have so far provided us with an August return have reported a loss,” says Sol Waksman, founder and President of BarclayHedge.

Read the entire Hedge Fund Press Release by clicking here.

Labels: BarclayHedge press release, hedge funds

London – September 14, 2011 – CitiFX® has launched a new multi-manager platform, CitiFX® Access. The platform offers a range of vehicles facilitating investment in FX managers via multi-strategy benchmark and actively-managed indices licensed from leading index sponsors.

The returns of these indices are driven by the performance of currency programs run by the most prominent hedge funds, asset managers and advisors in the industry. From inception, the platform will represent about 35 currency programs estimated to account for more than 50% of the assets under management in currency funds.

Read the entire Citi Press Release by clicking here.

Labels: BarclayHedge press release, currency funds

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:

• Aspen Partners Managed Futures Fund


• August Currencies & Financials


• DIMlux SICAV-SIF SCA - PV Buyback USA


• FMG Rising 6 Fund

From the September 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 Dermot Butler, Chairman of Custom House Global Funds Services Ltd.

In his latest blog, Butler questions the cost benefit of mounting new regulations to hit the finance industry in the last three years, and that impact to US and EU taxpayers and investors.

Read the full study here.

Labels: Barclay Insider Report, Fund Administration Research Articles

By Yong Chen, Assistant Professor of Finance, Virginia Tech; Michael Cliff, Vice President, Analysis Group; and Haibei Zhao, PhD student, Georgia State University

By proposing a new method to evaluate the prevalence of skilled hedge fund managers, their paper aims to answer an often unanswered question — What fraction of hedge funds possesses the skill to add value to their investors?

Download the full article here. From the September 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 had a negative month in July exhibited by losses in eleven of our eighteen indices. The average return for the 2,764 hedge funds (ex. FoFs) that have so far reported a July return is -0.10%. The estimates for August, 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 negative returns for August.

Commodity Trading Advisor performance for July as measured by the Barclay CTA Index averaged 1.43%. August's estimate based on the performance of the Barclay BTOP50 Index is -0.39%.

Hedge Fund Indices Managed Futures Indices

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

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

The topical study from the September 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.

• The 86 hedge fund managers we surveyed in the past week have reversed their stance on U.S. equities. Bullish sentiment on the S&P 500 sank to 27% in August, the smallest reading in four months, from 43% in July. Bearish sentiment soared to 42%, the largest reading since August 2010, from 27%. Hedge fund managers have been markedly bullish in only two months (January and July) in 2011.


• Equity futures flows and short interest square with bearishness on the part of hedge fund managers. Leveraged funds increased the number of short S&P 500 contracts 47.2% in the past five weeks, while they kept the number of long contracts roughly steady. Meanwhile, NYSE short interest surged 7.9% in the first half of August. The increase marks the largest since March 2009 and brings short interest to the highest level since October 2010. . .

Accredited investors can read the entire article for free. From the September 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

New York, NY – September 6, 2011 – Hedge fund managers have turned very bearish on U.S. equities, according to BarclayHedge and TrimTabs Investment Research.  Bearish sentiment on the S&P 500 among hedge fund managers soared to 42% in August, the largest reading in a year, from 27% in July.  Bullish sentiment sank to 27%, the smallest reading in four months, from 43%.

“This reversal to extremely bearish from markedly bullish is striking,” says Sol Waksman, founder and President of BarclayHedge.  “Especially sour moods probably owe in part to the recent crash in the S&P 500, which plunged 16.8% between July 22 and August 8.  Additionally, on August 9, the Fed announced it feels downside risks to the economic outlook have increased so much that it plans to keep the policy rate at exceptionally low levels until the middle of 2013.”

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

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