Thursday, July 11, 2013

 

May 2013 Hedge Fund and CTA Performance

Hedge funds post their thirteenth month of consecutive gains in May; the Index is up 5.70% year to date. Overall, 15 of Barclay’s 18 hedge fund strategies were up in May. The average return for the 2,735 hedge funds (ex. FoFs) that have so far reported a May return is +0.92%. The estimates for June, 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 negative returns for June.

Commodity Trading Advisor performance for May as measured by the Barclay CTA Index averaged -1.51%. June's estimate based on the performance of the Barclay BTOP50 Index is -1.47%. Hedge Fund Indices Managed Futures Indices

From the July 2013 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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