Tuesday, May 15, 2012

 

March 2012 Hedge Fund and CTA Performance

Hedge funds extended their four–month rally into March, exhibited by gains in 14 of Barclay's 18 indices. The average return for the 2,686 hedge funds (ex. FoFs) that have so far reported a March return is +0.05%. The estimates for April, 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 April.

Commodity Trading Advisor performance for March as measured by the Barclay CTA Index averaged -1.49%. April's estimate based on the performance of the Barclay BTOP50 Index is +0.35%.

Hedge Fund Indices Managed Futures Indices

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

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