Wednesday, October 12, 2011


August Hedge Fund and CTA Performance

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.

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