Wednesday, April 17, 2013
Barclay CTA Index Up 0.57% in March; All Strategies Show First Quarter Gains
FAIRFIELD, Iowa, April 17, 2013 — Managed futures gained 0.57% in March according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 1.07% year to date.
“A decoupling of US growth from global markets and aggressive easing by the Bank of Japan provided the impetus for a profitable month,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
“A decoupling of US growth from global markets and aggressive easing by the Bank of Japan provided the impetus for 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
Barclay Hedge Fund Index Gains 1.12 % in March; Jump in Nikkei Index Boosts Pacific Rim Equities
FAIRFIELD, Iowa, April 16, 2013 — Hedge funds gained 1.12% in March, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index is up 3.96% year to date, and has enjoyed ten straight months of gains.
“The mid-month announcement of a flawed Cyprus bailout plan unsettled global markets and sentiment shifted back to risk-off,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
“The mid-month announcement of a flawed Cyprus bailout plan unsettled global markets and sentiment shifted back to risk-off,” 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, April 11, 2013
TrimTabs and BarclayHedge Report Hedge Funds Receive $11.4 Billion in February; Hedge Fund Industry Underperforms S&P 500 by 71 Basis Points in February
New York, NY — April 10, 2013 — BarclayHedge and TrimTabs Investment Research reported today that hedge funds took in a net $11.4 billion (0.6% of assets) in February, building on an inflow of $4.3 billion in January. The results are based on data from 3,434 funds.
“The hedge fund industry continues to struggle with performance,” said Sol Waksman, president and founder of BarclayHedge. “The industry delivered a return of 0.4% in February, less than half of the S&P 500’s 1.1% rise. In the past 12 months, hedge funds earned 5.8%, while the S&P 500 rose 10.9%."
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
“The hedge fund industry continues to struggle with performance,” said Sol Waksman, president and founder of BarclayHedge. “The industry delivered a return of 0.4% in February, less than half of the S&P 500’s 1.1% rise. In the past 12 months, hedge funds earned 5.8%, while the S&P 500 rose 10.9%."
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
The Returns to Carry and Momentum Strategies
By Jan Danilo Ahmerkamp and James Grant of Imperial College Business School
The authors find that global time series carry strategies (across bonds, commodities, currencies, equities and metals) can be explained by a set of lagged macroeconomic variables. The payoffs to carry strategies disappear once futures returns are adjusted for their predictability based on these macroeconomic variables. On the other hand, momentum strategies are only weakly affected by lagged macroeconomic variables but are significantly related to measures of hedge fund capital flow.
Download the full article here.
From the April 2013 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
The authors find that global time series carry strategies (across bonds, commodities, currencies, equities and metals) can be explained by a set of lagged macroeconomic variables. The payoffs to carry strategies disappear once futures returns are adjusted for their predictability based on these macroeconomic variables. On the other hand, momentum strategies are only weakly affected by lagged macroeconomic variables but are significantly related to measures of hedge fund capital flow.
Download the full article here.
From the April 2013 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, commodities, currency funds, hedge funds
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 April 2013 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.
From the April 2013 issue of the BarclayHedge Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: CTA, hedge funds, New Fund Launches
February 2013 Hedge Fund and CTA Performance
Hedge funds recorded their ninth straight month of gains in February, as 14 of Barclay's 18 Indices boasted positive returns. The average return for the 2,703 hedge funds (ex. FoFs) that have so far reported a February return is +0.32%. The estimates for March, 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 positive returns for March.
Commodity Trading Advisor performance for February as measured by the Barclay CTA Index averaged -0.83%. March's estimate based on the performance of the Barclay BTOP50 Index is +0.77%. Hedge Fund Indices Managed Futures Indices
From the April 2013 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Commodity Trading Advisor performance for February as measured by the Barclay CTA Index averaged -0.83%. March's estimate based on the performance of the Barclay BTOP50 Index is +0.77%. Hedge Fund Indices Managed Futures Indices
From the April 2013 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
Friday, April 5, 2013
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - March 2013 Survey
The topical study from the April 2013 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.
- Hedge Fund managers’ optimism about the S&P 500 Index’s prospects was little changed in the past month, judging from responses to the TrimTabs/BarclayHedge March Hedge Fund Sentiment Survey, which found that 37.9% of the managers were bullish for April compared to 29.1% who were bearish. Managers’ bullish sentiment was up slightly from last month’s reading (37.4%) while bearish sentiment came down close to 5 percentage points after moving up in January and February. Managers have been marginally bullish all three months of 2013, but bullishness is down 10.4 percentage points from January, when it stood at 48.3%.
- Hedge fund managers’ bullishness on the US Dollar Index moved up to a four-month high of 47.0% in March from 44.5% in February. Bearishness rose to 10.0% this month from 8.2% last month, the fifth lowest reading since January 2011. . .
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
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