BarclayHedge Blog

FAIRFIELD, Iowa, November 15, 2011– After four straight months of gains, managed futures lost 1.50% in October according to the Barclay CTA Index compiled by BarclayHedge. Year-to-date, the Index is down 2.30%.

“A revival of animal spirits sparked by an improving economic picture and the appearance of a solution for Euro zone sovereign debt problems spawned trend reversals in many of the major futures 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, November 14, 2011 – Hedge funds gained 3.73% in October, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index is down 3.44% in 2011.

“After five long consecutive losing months which saw the S&P 500 decline 16.2 percent, investors switched into risk-on mode and the S&P soared to a 10.93 percent gain in October, its best monthly return since December 1991,” 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.

Butler provides commentary on the recent decision, 3 – 2 in favor by the Commodity Futures Trading Commission, to implement tighter position limits on commodity markets.

Read the full study here.

Labels: Barclay Insider Report, Fund Administration Research Articles

By Hilary Till, Research Associate, EDHEC-Risk Institute

Hill’s paper examines the impact of commodity trading, speculation, and index investment on global food price volatility.

Download the full article here. From the November 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

In “Beware of Stranger Originated Life Insurance,” Christopher Machera of the Hedge Funds practice group of Weil, Gotshal & Manges LLP, summarizes two recent Delaware court decisions determining the validity of life insurance policies under a stranger originated life insurance program. These decisions are relevant to hedge funds and other investors that purchase life insurance policies for investment purposes.

Download the full article here. From the November 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

Hedge funds had another negative month in September, exhibited by losses in 16 of Barclay's eighteen indices. The average return for the 2,763 hedge funds (ex. FoFs) that have so far reported a September return is -4.23%. The estimates for October, 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 positive returns for October.

Commodity Trading Advisor performance for September as measured by the Barclay CTA Index averaged +0.20%. October's estimate based on the performance of the Barclay BTOP50 Index is +0.53%.

Hedge Fund Indices Managed Futures Indices

From the November 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:

• Anello Asset Mgmt (Diversified Futures)
• Anello Asset Mgmt (Mantis Program)
• DUNN WMA UCITS Fund
• Man Long Short Fund
• NEF Blue Mountain Commodities Fund
• Northeast Japan Reconstruction Fund
• Stonehenge Asset Mgmt. (FCR)
• Stonehenge Diversified 1, LLC

From the November 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 November 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 remain downbeat on U.S. equities but they are much less bearish than four weeks ago. Bearish sentiment on the S&P 500 decreased to 41% in October from 57% (the highest level of 2011) in September. Bullish sentiment increased to 35% from 16% (the lowest level of the year). Note that managers have been markedly bullish on domestic stocks in only two months (January and July) in 2011.
• The net position of speculative traders on S&P 500 and Nasdaq 100 futures and options squares with sourness on the part of hedge fund managers. Spec traders are net sellers and their bearish position is one of the most aggressive in our records. We believe this bodes well for equities from a contrarian standpoint. . .

Accredited investors can read the entire article for free. From the November 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 – November 7, 2011 – Hedge funds redeemed $5.0 billion in September, the second outflow in three months, report BarclayHedge and TrimTabs Investment Research. Industry assets decreased to $1.72 trillion, the lowest level in 12 months.

“Hedge fund investors have grown much more cautious,” says Sol Waksman, founder and President of BarclayHedge. “They pumped $58.5 billion into hedge funds between January and June, the heaviest first-half inflow since 2007. But then they withdrew money in two of three months for the first time since 2009.”

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