Thursday, January 12, 2012


November 2011 Hedge Fund and CTA Performance

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.

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