Tuesday, November 20, 2012
Barclay CTA Index Down 1.74% in October; 70% of Managers End Month with a Loss
FAIRFIELD, Iowa, November 20, 2012 – Managed futures lost 1.74% in October according to the Barclay CTA Index compiled by BarclayHedge. The Index now has a negative return for the year with an overall loss of 1.36%.
“October was a difficult month for most CTAs with roughly 70 percent of managers recording losses,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
Labels: BarclayHedge press release, CTA
Thursday, November 15, 2012
Barclay Hedge Fund Index Up 0.32% in October; Low Interest Rates Boost Distressed Securities
FAIRFIELD, Iowa, November 15, 2012 – Hedge funds gained 0.32% in October, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index is up 6.09% year to date.
“News flows continued to drive the markets in October,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
“News flows continued to drive the markets in October,” 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, November 14, 2012
TrimTabs and BarclayHedge Report Hedge Funds Gain $3.4 billion in September 2012; Assets Down 25.8% Since Peak
New York, NY — November 14, 2012 — BarclayHedge and TrimTabs Investment Research reported today that the hedge fund industry took in $3.4 billion (0.2% of assets) in September, building on a $7.7 billion inflow in August. Based on data from 3,004 funds, the TrimTabs/BarclayHedge Hedge Fund Flow Report estimated that industry assets stood at $1.8 trillion in September, down 25.8% from the June 2008 peak of $2.4 trillion.
“The hedge fund industry saw net inflows for the second month in a row in September, which was a notable improvement from earlier this year,” said Sol Waksman, founder and president of BarclayHedge. “Year to date outflows shrank to $1.1 billion in September from $4.5 billion in August.”
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
“The hedge fund industry saw net inflows for the second month in a row in September, which was a notable improvement from earlier this year,” said Sol Waksman, founder and president of BarclayHedge. “Year to date outflows shrank to $1.1 billion in September from $4.5 billion in August.”
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
Thursday, November 8, 2012
Exploring Uncharted Territories of the Hedge Fund Industry: Empirical Characteristics of Mega Hedge Fund Firms
By Daniel Edelman, Head of Quantitative Research and Development, Alternative Investment Solutions; William Fung, Visiting Research Professor, London Business School; and David A. Hsieh, Professor, Fuqua School of Business, Duke University
Their research explores the similarities and differences between the return characteristics among ‘mega’ firms (companies managing over 50% of the industry’s assets) that report performance to commercial databases compared to those that do not.
Download the full article here.
From the November 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Their research explores the similarities and differences between the return characteristics among ‘mega’ firms (companies managing over 50% of the industry’s assets) that report performance to commercial databases compared to those that do not.
Download the full article here.
From the November 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 funds
Regulatory Cases Against Investment Managers: Lessons Learnt for Investors
A review of numerous high-profile regulatory cases against investment managers brought to light some recurring patterns and suggests that a handful of basic due diligence techniques would have raised questions well ahead of time. SwissAnalytics’ most current white paper, “Regulatory Cases Against Investment Managers: Lessons Learnt for Investors” introduces basic techniques which help signal and raise questions regarding fraudulent practices of investment managers.
Read the full study here.
Hedge Fund Due Diligence Reports
BarclayHedge and SwissAnalytics have teamed up to offer hedge fund and CTA due diligence. As a BarclayHedge member, you receive an ongoing $500 discount on "Silver" Due Diligence reports and an exclusive 10% discount on your first "Gold" or "Ops" Due Diligence Report from SwissAnalytics.
SwissAnalytics conducts due diligence on the entire range of alternative investment strategies and managers located anywhere in the world in a timely and cost-effective manner. Services are currently offered along three core lines: "Silver"-, "Gold"-, and "Ops"-Due Diligence.
To download a sample "Silver" Due Diligence Report, simply fill out this short request form.
Read the full study here.
Hedge Fund Due Diligence Reports
BarclayHedge and SwissAnalytics have teamed up to offer hedge fund and CTA due diligence. As a BarclayHedge member, you receive an ongoing $500 discount on "Silver" Due Diligence reports and an exclusive 10% discount on your first "Gold" or "Ops" Due Diligence Report from SwissAnalytics.
SwissAnalytics conducts due diligence on the entire range of alternative investment strategies and managers located anywhere in the world in a timely and cost-effective manner. Services are currently offered along three core lines: "Silver"-, "Gold"-, and "Ops"-Due Diligence.
To download a sample "Silver" Due Diligence Report, simply fill out this short request form.
Labels: cta due diligence, due diligence, hedge fund due diligence, hedge fund risk, hedge fund risk analysis
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:
- 36 South Black Eyrar Fund
- Quaesta Global Opportunities Fund
- Sturgeon Central-Asia Equities Fund
- Taylor Xplor Managed Futures Strategy
Labels: CTA, hedge funds, New Fund Launches
September 2012 Hedge Fund and CTA Performance
September marks the fourth consecutive month of gains for hedge funds, as reflected by positive returns in 16 of Barclay's 18 indices. The average return for the 2,669 hedge funds (ex. FoFs) that have so far reported a September return is +1.61%. The estimates for October, 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, 12 of 18 hedge fund sectors are showing positive returns for October.
Commodity Trading Advisor performance for September as measured by the Barclay CTA Index averaged -0.81%. October's estimate based on the performance of the Barclay BTOP50 Index is -2.38%. Hedge Fund Indices Managed Futures Indices
From the November 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Commodity Trading Advisor performance for September as measured by the Barclay CTA Index averaged -0.81%. October's estimate based on the performance of the Barclay BTOP50 Index is -2.38%. Hedge Fund Indices Managed Futures Indices
From the November 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 - October 2012 Survey
The topical study from the November 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 73 hedge fund managers we surveyed last week, 34.2% are bullish on the S&P 500 for November, while 41.1% are neutral and 24.7% are bearish. Neutral sentiment is at its highest point in the past 12 months and bearishness is at its lowest in the same time frame.
- While a majority of managers see less than a 50/50 chance that the outcome of the US presidential election could trigger a recession in Q1 2013, they see a greater likelihood of a recession if Barack Obama is re-elected compared to the likelihood of a downturn if Mitt Romney wins the election. . . .
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
Copyright © 2010 by Barclay Hedge
Subscribe to Posts [Atom]