Wednesday, May 15, 2013
Barclay CTA Index Gains 1.11% in April; Systematic Traders Up 2.46% YTD
FAIRFIELD, Iowa, May 15, 2013 — Managed futures gained 1.11% in April according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 2.11% year to date.
“Rising prices for equities and debt securities were fueled by central bank easing, and coupled with falling commodity prices driven by weak economic data out of China, served as the backdrop for CTA performance in April,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
“Rising prices for equities and debt securities were fueled by central bank easing, and coupled with falling commodity prices driven by weak economic data out of China, served as the backdrop for CTA performance in April,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.
Labels: BarclayHedge press release, CTA
Tuesday, May 14, 2013
Barclay Hedge Fund Index Gains 0.75% in April; Pacific Rim Equities Up 13.50 % in 2013
FAIRFIELD, Iowa, May 14, 2013 — Hedge funds gained 0.75% in April, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index is up 4.96% year to date.
“Equity markets rose again in April on indications of continued easing early in the month and positive earnings reports later in the month,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
“Equity markets rose again in April on indications of continued easing early in the month and positive earnings reports later in the month,” 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, May 8, 2013
TrimTabs and BarclayHedge Report Hedge Funds Receive Meager $817 Million in March; Hedge Fund Industry Underperforms S&P 500 by 252 Basis Points in March
New York, NY — May 8, 2013 — BarclayHedge and TrimTabs Investment Research reported today that hedge funds took in a net $817 million (0.04% of assets) in March, building on an inflow of $11.4 billion in February. The results are based on data from 3,409 funds.
“The hedge fund industry continues to struggle with performance relative to the S&P 500,” said Sol Waksman, president and founder of BarclayHedge. “The industry delivered a return of 1.1% in March, less than one-third of the S&P 500’s 3.6% rise. Although hedge funds delivered positive returns in 10 of the past 12 months, they trailed the S&P 500 by 450 basis points."
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
“The hedge fund industry continues to struggle with performance relative to the S&P 500,” said Sol Waksman, president and founder of BarclayHedge. “The industry delivered a return of 1.1% in March, less than one-third of the S&P 500’s 3.6% rise. Although hedge funds delivered positive returns in 10 of the past 12 months, they trailed the S&P 500 by 450 basis points."
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
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:
- Altair Income Plus
- Burgess Creek Fund
- Helium Performance Class A (Inst)
- Helium Performance Class B (Retail)
- Key Quant (Trends UCITS Fund)
Labels: CTA, hedge funds, New Fund Launches
Do Hedge Funds Provide Liquidity? Evidence from Their Trades
By Francesco Franzoni - Professor of Finance, University of Lugano – Institute of Finance and Senior Chair, Swiss Finance Institute; and Alberto Plazzi – Assistant Professor, University of Lugano - Institute of Finance and Swiss Finance Institute
Their paper investigates the differences in liquidity provision between hedge funds and other institutions. The authors also identify heterogeneity in liquidity provision within the hedge fund sector as a function of limits of arbitrage.
Download the full article here.
From the May 2013 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Their paper investigates the differences in liquidity provision between hedge funds and other institutions. The authors also identify heterogeneity in liquidity provision within the hedge fund sector as a function of limits of arbitrage.
Download the full article here.
From the May 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, hedge funds, liquidity
March 2013 Hedge Fund and CTA Performance
Hedge funds have enjoyed ten-straight months of gains; the Index is up 3.88% year to date. Overall, 15 of Barclay’s 18 hedge fund strategies were up in March. The average return for the 2,686 hedge funds (ex. FoFs) that have so far reported a March return is +1.08%. The estimates for April, 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, 15 of 18 hedge fund sectors are showing positive returns for April.
Commodity Trading Advisor performance for March as measured by the Barclay CTA Index averaged +0.46%. April's estimate based on the performance of the Barclay BTOP50 Index is +1.78%. Hedge Fund Indices Managed Futures Indices
From the May 2013 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Commodity Trading Advisor performance for March as measured by the Barclay CTA Index averaged +0.46%. April's estimate based on the performance of the Barclay BTOP50 Index is +1.78%. Hedge Fund Indices Managed Futures Indices
From the May 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
Monday, May 6, 2013
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - April 2013 Survey
The topical study from the May 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.
Fear is in the air among the hedge fund managers we surveyed this month. Bearishness on the S&P 500 has surged to levels we haven’t seen in more than a year, and bullish sentiment has shriveled accordingly. The outlook on US Treasuries supports that negative tone: bearishness is way down and bullishness is way up. Here are the complete results of the TrimTabs/BarclayHedge April Hedge Fund Sentiment Survey:
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.
Fear is in the air among the hedge fund managers we surveyed this month. Bearishness on the S&P 500 has surged to levels we haven’t seen in more than a year, and bullish sentiment has shriveled accordingly. The outlook on US Treasuries supports that negative tone: bearishness is way down and bullishness is way up. Here are the complete results of the TrimTabs/BarclayHedge April Hedge Fund Sentiment Survey:
- Hedge fund managers’ optimism on the S&P 500 Index fell to a 14-month low in April’s survey which found that 14.9% of managers were bullish for May while 50% were bearish — a 14-month high. Managers’ bearish sentiment skyrocketed over 20 percentage points from the March reading of 29.1%. Managers are marginally bearish for the first time in five months.
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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