Wednesday, December 12, 2012

 

October 2012 Hedge Fund and CTA Performance

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: , ,






<< Home

Copyright © 2010 by Barclay Hedge

This page is powered by Blogger. Isn't yours? Subscribe by RSS Subscribe by Atom

Subscribe to Posts [Atom]