BarclayHedge Blog

FAIRFIELD, Iowa, January 18, 2011– Despite a 0.14% gain in December, managed futures lost 3.05% in 2011 according to the Barclay CTA Index compiled by BarclayHedge.

“The slightly positive returns for December masked the volatility in the major market sectors,” says Sol Waksman, founder and president of BarclayHedge. “Equity markets reversed sharply at mid-month, commodity markets were down, and bond markets continued their long march upward.”

Read the entire Managed Futures Press Release by clicking here.

Labels: BarclayHedge press release, CTA

By Dermot Butler, Chairman of Custom House Global Funds Services Ltd.

Dermot Butler provides relevant insight on the topic, and introduces three papers giving different points of view on the proposed FTT or “Tobin Tax.”

Read the full study here.

Labels: Barclay Insider Report, Fund Administration Research Articles, Hedge Fund Administration

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:

• Investcorp Prosiris Opportunities Fund

From the January 2012 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: CTA, hedge funds, New Fund Launches

Staying current on the latest developments in operational due diligence is important to SwissAnalytics and its CEO, Christian Nauer. After attending and speaking at the GAIM Ops Europe 2011 conference in Geneva, Mr. Nauer has written “Findings from the GAIM Ops Europe 2011” in which he highlights key points relating to the latest issues in due diligence best practices.

Read the full study here.

Hedge Fund Due Diligence Reports

BarclayHedge and SwissAnalytics have teamed up to offer hedge fund and CTA due diligence. As a BarclayHedge member, you receive an ongoing $500 discount on "Silver" Due Diligence reports and an exclusive 10% discount on your first "Gold" or "Ops" Due Diligence Report from SwissAnalytics.

SwissAnalytics conducts due diligence on the entire range of alternative investment strategies and managers located anywhere in the world in a timely and cost-effective manner. Services are currently offered along three core lines: "Silver"-, "Gold"-, and "Ops"-Due Diligence.

To download a sample "Silver" Due Diligence Report, simply fill out this short request form.

Labels: cta due diligence, due diligence, hedge fund due diligence, hedge fund risk, hedge fund risk analysis

Contributed by the Investment Manager Services division of SEI Investments Company

The trend of packaging alternative investment strategies within mutual funds and UCITS continues unabated, with new products being introduced regularly and asset flows gaining momentum. “Regulated Alternative Funds: The New Conventional,” offers an updated look at the dynamics of this rapidly evolving and maturing market, and shows how the popularity of these funds continues to rise around the world.

Download the full article here. From the January 2012 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, UCITs

Hedge funds slipped in November, exhibited by losses in 14 of Barclay's eighteen indices. The average return for the 2,630 hedge funds (ex. FoFs) that have so far reported a November return is -1.33%. The estimates for December, 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, 11 of 18 hedge fund sectors are showing negative returns for December.
Commodity Trading Advisor performance for November as measured by the Barclay CTA Index averaged +0.17%. December's estimate based on the performance of the Barclay BTOP50 Index is +0.04%.

Hedge Fund Indices Managed Futures Indices

From the January 2012 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

FAIRFIELD, Iowa, January 12, 2011 – Hedge funds lost 0.38% in December, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index was down 5.37% at the end of 2011.

“Equity markets started the month with a sell-off, and then went on to rally going into Christmas,” says Sol Waksman, founder and president of BarclayHedge. “Unfortunately, markets that see-saw can be quite difficult for managers to navigate successfully.”

Read the entire Hedge Fund Press Release by clicking here.

Labels: BarclayHedge press release, hedge funds

The topical study from the January 2012 issue of The Hedge Fund Flow Report. Gain insight into industry trends and hedge fund asset flows before you make your next important decision.

• A plurality of the 101 hedge fund managers we surveyed have turned bullish on US equities. Bullish sentiment on the S&P 500 stands at 42% in December, the second-highest reading this year. Bearish sentiment dropped to 30%, the lowest reading since July 2011, from 36% in November. This is only the third month that managers have been markedly bullish (January, July, and December) in 2011.
• The rising bullishness of hedge fund managers squares with equity futures flows. Speculative traders have been net buyers of equity futures in only seven weeks in 2011. Additionally, the net position of spec traders has increased 50% since November. The current level of speculative traders’ positions is at the highest level since August. We believe positive change in spec traders’ positions over the past 19 weeks is a bullish indicator. . .

Accredited investors can read the entire article for free. From the January 2012 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 – January 3, 2012 – BarclayHedge and TrimTabs Investment Research reported today that hedge funds took in an estimated $3.6 billion in November, a welcome reversal after redemptions surged to $9 billion in October and hit $2.59 billion in September. Industry assets increased to $1.71 trillion in November from $1.67 trillion in October, the first increase after five months of declines. The BarclayHedge Fund Index dipped 0.8% in November after increasing 3.5% in October. That reversal followed five consecutive monthly declines. Despite the increase, hedge fund industry assets stand close to their lowest level since January 2010.

“After months of outflows across nearly every hedge fund category, November saw outflows in only two investment styles: Emerging Markets, which shed $1.3 billion, and Equity Long-Short, which shed $1.0 billion,” says Sol Waksman, founder and President of BarclayHedge.

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