BarclayHedge Blog

FAIRFIELD, Iowa, December 17, 2012 – Managed futures lost 0.39% in November according to the Barclay CTA Index compiled by BarclayHedge. The Index has lost 1.45% year to date, compared to a gain of 0.73% in the S&P GSCI Index.

“Profitable positions in the continuing uptrend in bond markets and the downtrend in the Japanese yen were insufficient to overcome losses in other sectors,” says Sol Waksman, founder and president of BarclayHedge.

Read the entire Managed Futures Press Release by clicking here.

Labels: BarclayHedge press release, CTA

FAIRFIELD, Iowa, December 13, 2012 – Hedge funds gained 0.40% in November, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index is up 6.36% year to date.

“In spite of an early month sell-off driven by fiscal cliff fears followed by a mid-month rally fueled by encouraging economic data, hedge funds were able to get through the tumult with a small profit in November,” 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

New York, NY — December 11, 2012 — BarclayHedge and TrimTabs Investment Research reported today that hedge fund investors redeemed $10.8 billion (0.6% of assets) in October, reversing a combined $9.8 billion inflow for August and September. Based on data from 3,040 funds, the TrimTabs/BarclayHedge Hedge Fund Flow Report estimated that industry assets stood at $1.8 trillion in October, down 26.1% from the June 2008 peak of $2.4 trillion.

“From a cash flow standpoint, the hedge fund industry has been losing ground for the past year,” said Sol Waksman, founder and president of BarclayHedge. “October’s redemptions pushed year to date outflows to $13.7 billion and 12-month outflows to $22.9 billion.”

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

By James R. Barth, Senior Finance Fellow, Milken Institute; and Donald McCarthy, Consultant, Econ One Research

The Volker Rule prevents banks from engaging in proprietary trading. However, one fact cannot be ignored: the majority of large trading losses of the past 20 years occurred at non-banks who will be untouched by the Volker Rule. The more regulators limit banking activities, the more they may create incentives for these same activities to move to nonbanking firms. The authors explore the potential for perverse results from the Volker Rule.

Download the full article here.

From the December 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

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:

• FMG New Frontiers Fund
• Protectus Aggressive Fund
• Queen Anne's Gate Global Macro
• Zen Capital Management Global Fund

From the December 2012 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: CTA, hedge funds, New Fund Launches

Hedge funds eked out their fifth month of consecutive gains as reflected by positive returns in 12 of Barclay's 18 indices. The average return for the 2,721 hedge funds (ex. FoFs) that have so far reported a October return is +0.19%. The estimates for November, 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, 13 of 18 hedge fund sectors are showing positive returns for November.

Commodity Trading Advisor performance for October as measured by the Barclay CTA Index averaged -1.44%. November's estimate based on the performance of the Barclay BTOP50 Index is +0.34%.

 Hedge Fund Indices Managed Futures Indices

From the December 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

The topical study from the December 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.

• We asked hedge fund managers to weigh in on how to deal with the “fiscal cliff.” About three-quarters recommend some combination of cutting spending and increasing taxes, and the largest segment, 43.8%, urges some tax increases coupled with larger spending cuts.
• Of the 89 hedge fund managers we surveyed in mid-November, 43.8% are bearish on the S&P 500 for December, while 27.0% are neutral and 29.2% are bullish. Bearish sentiment is at a 12-month high, neutral sentiment is at a 12-month low, and bullishness is at its lowest since May. . . .

Accredited investors can read the entire article for free. From the December 2012 issue of The Hedge Fund Flow Report.

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