Thursday, June 14, 2012

 

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.

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