Tuesday, February 7, 2012

 

December 2011 Hedge Fund and CTA Performance

Hedge fund performance was down in December, exhibited by losses in 12 of Barclay's eighteen indices. The average return for the 2,614 hedge funds (ex. FoFs) that have so far reported a December return is -0.42%. The estimates for January, 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 January.

Commodity Trading Advisor performance for December as measured by the Barclay CTA Index averaged +0.24%. January's estimate based on the performance of the Barclay BTOP50 Index is +0.21%.

Hedge Fund Indices Managed Futures Indices

From the February 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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