Tuesday, April 17, 2012
Barclay CTA Index Down 1.21% in March; Two-Thirds of CTAs Report Losses
FAIRFIELD, Iowa, April 17, 2012– Managed futures lost 1.21% in March according to the Barclay CTA Index compiled by BarclayHedge. The Index is down 0.23% after the first three months of 2012.
“Losses for March were widespread, as 66 percent of reporting managers ended the month in the loss column,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
“Losses for March were widespread, as 66 percent of reporting managers ended the month in the loss column,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
Labels: BarclayHedge press release, CTA
Monday, April 16, 2012
Barclay Hedge Fund Index Gains 0.19% in March; Hedge Funds Up 5.69% in First Quarter
FAIRFIELD, Iowa, April 16, 2012 – Hedge funds gained 0.19% in March, according to the Barclay Hedge Fund Index compiled by BarclayHedge.
“The US equity market extended its unbroken rally to four months in March, while European and Asian stock markets were mostly weaker,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
“The US equity market extended its unbroken rally to four months in March, while European and Asian stock markets were mostly weaker,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
Labels: BarclayHedge press release, hedge fund performance
Wednesday, April 11, 2012
Contrarian Hedge Funds and Momentum Mutual Funds
By Massimo Massa, Rothschild Chaired Professor of Banking, Professor of Finance at INSEAD; Andrei Simonov, Associate Professor Finance, Eli Broad Graduate School of Mgmt., MSU and CEPR; and Shan Yan, Eli Broad Graduate School of Mgmt., MSU
In their paper, they explore how hedge funds are able to exploit the constraints of mutual funds and their tendency to cater to investors by investing in stocks that are ‘hot’.
Download the full article here. From the April 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
In their paper, they explore how hedge funds are able to exploit the constraints of mutual funds and their tendency to cater to investors by investing in stocks that are ‘hot’.
Download the full article here. From the April 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 fund research, hedge funds
New Fund Launches
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:
From the April 2012 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.
From the April 2012 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: CTA, hedge funds, New Fund Launches
February 2012 Hedge Fund and CTA Performance
Hedge funds continued their positive momentum in February, exhibited by gains in 17 of Barclay's eighteen indices. The average return for the 2,672 hedge funds (ex. FoFs) that have so far reported a February return is +2.32%. The estimates for March, 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, 14 of 18 hedge fund sectors are showing positive returns for March.
Commodity Trading Advisor performance for February as measured by the Barclay CTA Index averaged +0.91%. March's estimate based on the performance of the Barclay BTOP50 Index is -1.66%.
Hedge Fund Indices Managed Futures Indices
From the April 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Commodity Trading Advisor performance for February as measured by the Barclay CTA Index averaged +0.91%. March's estimate based on the performance of the Barclay BTOP50 Index is -1.66%.
Hedge Fund Indices Managed Futures Indices
From the April 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
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - March 2012 Survey
The topical study from the April 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.
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.
- A plurality of the 98 hedge fund managers we surveyed last week are neutral on US equities. Neutral sentiment on the S&P 500 for April climbed more than 11 percentage points to 40.8% in March from 29.5% in February, according to our survey. Bullish sentiment dove to 30.6% in March from 40.0% in February, and bearish sentiment dipped to 28.6% in March from 30.5% in February.
- We were interested in whether hedge fund managers’ survey answers squared with actual performance of the S&P 500 in the months after they were surveyed. It appears from our analysis that managers are not great in predicting market direction on a month-to-month basis. . .
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, funds of hedge funds, Hedge Fund Flow Topical Study
Tuesday, April 10, 2012
Hedge Funds Take in $6.8 Billion in February, but Returns Still Lag S&P 500. Funds-of-Funds See Inflow Amid Disappointing Returns
New York, NY—April 10, 2012— BarclayHedge and TrimTabs Investment Research reported today that hedge funds took in an estimated $6.8 billion in February, reversing a trend that saw more than $21.5 billion flow out of these funds in January 2012 and December 2011, the largest outflows since July 2009.
Hedge fund managers underperformed the S&P 500 by 180 bps in February, returning 2.3% vs. 4.1% for the S&P 500, according to the monthly BarclayHedge/TrimTabs hedge fund flow report. Managers also underperformed the S&P 500 in the first two months of 2012, 5.5% vs. 8.6%.
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
Hedge fund managers underperformed the S&P 500 by 180 bps in February, returning 2.3% vs. 4.1% for the S&P 500, according to the monthly BarclayHedge/TrimTabs hedge fund flow report. Managers also underperformed the S&P 500 in the first two months of 2012, 5.5% vs. 8.6%.
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
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