BarclayHedge Blog

FAIRFIELD, Iowa, October 19, 2011– Managed futures gained 0.35% in September according to the Barclay CTA Index compiled by BarclayHedge. Year-to-date, the Index is down just 0.41%.

“Operation Twist in the US, sovereign debt uncertainty in Europe, and potential slowing in China all conspired to keep volatility high and to drive investors away from risk assets,” 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, October 18, 2011 – Most hedge fund strategies had losses in September, evidenced by a 3.92% drop in the Barclay Hedge Fund Index compiled by BarclayHedge. The Index has lost 7.45% in the 3rd quarter and is now down 6.53% in 2011.

“For the second straight month we’re seeing the largest hedge fund losses since the 2008 meltdown,” 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.

In his latest paper, Butler provides insight into the probity and responsibility of funds’ Directors, especially in light of the growing focus on corporate governance and the recent launch of “The NED” – a publication with the sole objective of discussing the role and responsibility of non-executive fund Directors.

Read the full study here.

Labels: Barclay Insider Report, Fund Administration Research Articles

White paper by Merlin Securities

Their latest white paper discusses the importance of business process automation within an asset management firm at all stages of development and how these organizations can measure their current processes versus investor expectations.

Download the full article here. From the October 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

By Ronnie Sadka, Boston College, Carroll School of Management

Sadka’s paper demonstrates that liquidity risk as measured by the covariation of fund returns, with unexpected changes in aggregate liquidity, is an important predictor of hedge fund performance.

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 funds had a negative month in August, exhibited by losses in all but one of Barclay's eighteen indices. The average return for the 2,784 hedge funds (ex. FoFs) that have so far reported an August return is -3.60%. The estimates for September, 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, 15 of 18 hedge fund sectors are showing negative returns for September.

Commodity Trading Advisor performance for August as measured by the Barclay CTA Index averaged -0.06%. September's estimate based on the performance of the Barclay BTOP50 Index is 0.29%.

Hedge Fund Indices Managed Futures Indices

From the October 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

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:

• Amati Systematic Trend Fund


• Aquila Capital Spectrum Fund UCITS


• Barrenjoy Capital Holtermann Fund


• Malachi Capital Red Deer Program


• RPM Directional Fund UCITS


• RTS Managed Futures Mutual Fund


• Stonehenge Diversified 1, LLC


• West Mountain Tail Event Fund, L.P.

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

Labels: CTA, hedge funds, New Fund Launches

The topical study from the October 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.

• Our monthly survey of hedge fund managers reveals that managers are extremely downbeat on U.S. equities. Bearish sentiment on the S&P 500 soared to 57% in September, far and away the highest level of 2011, from 42% in August. Bullish sentiment plunged to 16%, easily the highest level of the year, from 27%.


• Hedge fund managers have shifted to bullish from bearish on long-dated Treasuries. Bullish sentiment on the 10-year note increased to 23% in September from 15% in August, while bearish sentiment decreased to 16% from 32%. Managers were bearish in seven of the first eight months of 2011. The shift might owe in part to the Fed, which announced September 21 that it intends to buy $400 billion in longer-dated Treasuries before July 2012. . .

Accredited investors can read the entire article for free. From the October 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 – October 10, 2011 – Hedge funds pulled in $6.1 billion in August, the seventh inflow in eight months, report BarclayHedge and TrimTabs Investment Research.  Hedge funds hauled in a heavy $51.0 billion in the first eight months of 2011.

“Recent inflows might owe in part to excellent relative performance,” says Sol Waksman, founder and President of BarclayHedge.  “While the S&P 500 plunged 10.6% in the four months ended August, the Barclay Hedge Fund Index decreased only 5.6%.  Additionally, our preliminary data for September reveals that hedge funds outperformed the S&P 500 by more than a 2:1 margin again last month.”

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