Tuesday, June 19, 2012
Barclay CTA Index Gains 2.64% in May; Diversified Traders Add 3.47%
FAIRFIELD, Iowa, June 19, 2012– Managed futures gained 2.64% in May according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 1.92% year-to-date.
“The risk-off trade which started to gain momentum in April moved into high gear in May, allowing CTAs that were properly positioned to have a profitable month,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
“The risk-off trade which started to gain momentum in April moved into high gear in May, allowing CTAs that were properly positioned to have a profitable month,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
Labels: BarclayHedge press release, CTA
Monday, June 18, 2012
Barclay Hedge Fund Index Drops 2.98% in May; Falling Equity and Commodity Prices Weigh on Fund Performance
FAIRFIELD, Iowa, June 18, 2012 – Hedge funds lost 2.98% in May, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index remains up 1.77% in 2012.
“Falling equity prices worldwide weighed heavily on hedge fund performance in May,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
“Falling equity prices worldwide weighed heavily on hedge fund performance in May,” 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
Thursday, June 14, 2012
Managed Futures and Volatility: Decoupling a "Convex" Relationship with Volatility Cycles
By Kathryn M. Kaminski, PhD., CIO and Founder, Alpha K Capital LLC
Her paper takes a closer look at volatility, what it means to be long or short volatility, and examines managed futures performance across different regimes in volatility.
Download the full article here.
From the June 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Her paper takes a closer look at volatility, what it means to be long or short volatility, and examines managed futures performance across different regimes in volatility.
Download the full article here.
From the June 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, crisis alpha, CTA, managed futures
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 June 2012 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.
From the June 2012 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: CTA, hedge funds, New Fund Launches
April 2012 Hedge Fund and CTA Performance
Hedge funds slipped into the red in April, exhibited by losses in 15 of Barclay's 18 indices. The average return for the 2,694 hedge funds (ex. FoFs) that have so far reported an April return is -0.58%. The estimates for May, 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, 16 of 18 hedge fund sectors are showing negative returns for May.
Commodity Trading Advisor performance for April as measured by the Barclay CTA Index averaged -0.12%. May's estimate based on the performance of the Barclay BTOP50 Index is +1.84%. Hedge Fund Indices Managed Futures Indices
From the June 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Commodity Trading Advisor performance for April as measured by the Barclay CTA Index averaged -0.12%. May's estimate based on the performance of the Barclay BTOP50 Index is +1.84%. Hedge Fund Indices Managed Futures Indices
From the June 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
Tuesday, June 12, 2012
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - May 2012 Survey
The topical study from the June 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.
- Of the 120 hedge fund managers we surveyed last week, 35.6% are bearish on the S&P 500 for June, while 30.5% are bullish, and 33.9% are neutral. Bearishness rose to a six-month high, bullishness sank to an eight-month low, and neutral sentiment fell to a three-month low.
- Bearish sentiment on the 10-year Treasury rose to 26.8% in May from 18.5% in April, according to our survey. Bullish sentiment on the 10-year note shrank 3.3 percentage points in May to 18.5%. The 58.0% neutral stance in May reflects uncertainty over what the Fed will do after Operation Twist expires at the end of June. . . .
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
TrimTabs and BarclayHedge Report Hedge Funds Redeemed $5.1 Billion in April 2012
New York, NY — June 12, 2012 — BarclayHedge and TrimTabs Investment Research reported today that the hedge fund industry redeemed $5.1 billion (0.3% of assets) in April, reversing a $2.8 billion inflow in March. Based on data from 3,042 funds, the April TrimTabs/BarclayHedge Hedge Fund Flow Report estimated that industry assets stood at $1.7 trillion in April, up 1.6% for the first four months of 2012.
TrimTabs and BarclayHedge reported that more than $12.7 billion flowed out of the hedge fund industry between May 2011 and April 2012. There were net outflows in six of the 12 months. “That’s a sharp contrast from the previous 12 months, when the industry saw a net inflow of $90.7 billion and just three monthly outflows,” said Sol Waksman, founder and president of BarclayHedge.
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
TrimTabs and BarclayHedge reported that more than $12.7 billion flowed out of the hedge fund industry between May 2011 and April 2012. There were net outflows in six of the 12 months. “That’s a sharp contrast from the previous 12 months, when the industry saw a net inflow of $90.7 billion and just three monthly outflows,” said 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
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