Wednesday, October 19, 2011
Managed Futures Hold Their Ground in 2011; Barclay CTA Index Gains 0.35% in September
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.
Tuesday, October 18, 2011
Stock Market Losses Bring Hedge Funds Down; Barclay Hedge Fund Index Fell 3.92% in September
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.
Wednesday, October 12, 2011
Fund Directors — A Supply and Demand Equation
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.
The Importance of Business Process Maturity and Automation
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.
Hedge Fund Performance and Liquidity Risk
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.
August Hedge Fund and CTA Performance
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.
New 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.
Monday, October 10, 2011
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - September Survey
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. . .
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.
Hedge Funds Pull in $6.1 Billion in August, Seventh Inflow in Eight Months. Fixed Income Hedge Funds Boast Best Returns and Heaviest Inflows
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.
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