Thursday, January 16, 2014
Barclay CTA Index Gains 0.52% in December; Improving Economic Fundamentals Support 4th Quarter Recovery
FAIRFIELD, Iowa, January 16, 2013 — Managed futures gained 0.52% in December according to the Barclay CTA Index compiled by BarclayHedge. The Index ended the year with a loss of 1.42%.
The Barclay CTA Index was down 3.14% at the end of September. Managed futures performance turned around beginning in October, gaining 1.72% in the last three months of the year.
Read the entire Managed Futures Press Release by clicking here.
The Barclay CTA Index was down 3.14% at the end of September. Managed futures performance turned around beginning in October, gaining 1.72% in the last three months of the year.
Read the entire Managed Futures Press Release by clicking here.
Labels: BarclayHedge press release, CTA
Wednesday, January 15, 2014
Barclay Hedge Fund Index Gains 11.21% in 2013; Equity Short Bias Index Suffers Record Loss of 27.15%
FAIRFIELD, Iowa, January 15, 2014 — Hedge funds gained 1.23% in December, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index gained 11.21% in 2013.
“The US Fed announced in December that it would reduce Quantitative Easing purchases from $85 billion to $75 billion per month, and assured market participants that until certain growth rates and unemployment levels were achieved, interest rates would remain low,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
“The US Fed announced in December that it would reduce Quantitative Easing purchases from $85 billion to $75 billion per month, and assured market participants that until certain growth rates and unemployment levels were achieved, interest rates would remain low,” 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, January 9, 2014
Managing Fees for Collective Investment Schemes
Each new year carries with it an opportunity for reflection and the inevitable New Year’s resolution. A meaningful resolution, according to Swiss Analytics, would be to not only focus on fund performance but also on potential drags such as fees and expenses.
Swiss Analystic’s latest white paper, “Managing Fees for Collective Investment Schemes,” takes a look at categories of fees and expenses and their benefits to investors while pointing out areas to watch to avoid over-compensation.
Read the full study here.
Hedge Fund Due Diligence Reports
BarclayHedge and SwissAnalytics have teamed up to offer hedge fund and CTA due diligence. As a BarclayHedge member, you receive an ongoing $500 discount on "Silver" Due Diligence reports and an exclusive 10% discount on your first "Gold" or "Ops" Due Diligence Report from SwissAnalytics.
SwissAnalytics conducts due diligence on the entire range of alternative investment strategies and managers located anywhere in the world in a timely and cost-effective manner. Services are currently offered along three core lines: "Silver"-, "Gold"-, and "Ops"-Due Diligence.
To download a sample "Silver" Due Diligence Report, simply fill out this short request form.
Swiss Analystic’s latest white paper, “Managing Fees for Collective Investment Schemes,” takes a look at categories of fees and expenses and their benefits to investors while pointing out areas to watch to avoid over-compensation.
Read the full study here.
Hedge Fund Due Diligence Reports
BarclayHedge and SwissAnalytics have teamed up to offer hedge fund and CTA due diligence. As a BarclayHedge member, you receive an ongoing $500 discount on "Silver" Due Diligence reports and an exclusive 10% discount on your first "Gold" or "Ops" Due Diligence Report from SwissAnalytics.
SwissAnalytics conducts due diligence on the entire range of alternative investment strategies and managers located anywhere in the world in a timely and cost-effective manner. Services are currently offered along three core lines: "Silver"-, "Gold"-, and "Ops"-Due Diligence.
To download a sample "Silver" Due Diligence Report, simply fill out this short request form.
Labels: cta due diligence, due diligence, hedge fund due diligence, hedge fund risk, hedge fund risk analysis
U.S. Hog Industry Struggles to Understand PEDV
The last six months has been very challenging for virtually all participants in the lean hog complex. The market is treading into unforeseen territory as the industry tries to understand the magnitude of supply and price impact associated with the Porcine Epidemic Diarrhea Virus (PEDV). In “U.S. Hog Industry Struggles to Understand PEDV,” Seanicaa E. Edwards, Analyst - Hog and Pork of Informa Economics, Inc. addresses the major concerns facing active participants in the pork industry, and the impact on Lean Hog futures.
Read the full study here.
From the January 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Analysis of Commodity Market Fundamentals
Do you need a competitive advantage in the market? Informa Economics has designed a web-based service that will provide you with an information and resource advantage to keep you one step ahead -- the Informa Economics Trader.
Try before you buy - Access the world’s best short-term commodity market analysis for 14 days for free.
Read the full study here.
From the January 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Analysis of Commodity Market Fundamentals
Do you need a competitive advantage in the market? Informa Economics has designed a web-based service that will provide you with an information and resource advantage to keep you one step ahead -- the Informa Economics Trader.
Try before you buy - Access the world’s best short-term commodity market analysis for 14 days for free.
Labels: Barclay Insider Report, Barclay Insider Report Guest Article, commodities, Commodity Markets Analysis, Informa
Crystallization – the Hidden Dimension of Hedge Funds’ Fee Structure
By Gert Elaut, Ghent University, Belgium; Michael Frömmel, Ghent University, Belgium; and John Sjödin, Ghent University, Belgium, and RPM Risk & Portfolio Management AB, Sweden
In their paper, the authors investigate the implications of variations in the frequency with which hedge funds update their high-water mark on fees paid by hedge fund investors. Their research examines the statistical and economical effects of the crystallization frequency on total fee load.
Download the full article here.
From the January 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
In their paper, the authors investigate the implications of variations in the frequency with which hedge funds update their high-water mark on fees paid by hedge fund investors. Their research examines the statistical and economical effects of the crystallization frequency on total fee load.
Download the full article here.
From the January 2014 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 fund fees, 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:
- Greenwoods China A-share Opportunities F
- MA Capital Mgmt (Eagle 1 - Prop)
- PTAM Dynamic Fixed Income Fund
Labels: Barclay Insider Report, CTA, hedge funds, New Fund Launches
November Hedge Fund and CTA Performance
Hedge funds remained in positive territory with 15 of Barclay’s 18 hedge fund strategies recording gains in November. The average return for the 2,807 hedge funds (ex. FoFs) that have so far reported a November return is +0.77%; the Index is up +9.89% year to date. The estimates for December, 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, 17 of 18 hedge fund sectors are showing positive returns for December.
Commodity Trading Advisor performance for November as measured by the Barclay CTA Index averaged +0.60%. December's estimate based on the performance of the Barclay BTOP50 Index is +0.83%.
Hedge Fund Indices Managed Futures Indices
From the January 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Commodity Trading Advisor performance for November as measured by the Barclay CTA Index averaged +0.60%. December's estimate based on the performance of the Barclay BTOP50 Index is +0.83%.
Hedge Fund Indices Managed Futures Indices
From the January 2014 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, January 6, 2014
TrimTabs and BarclayHedge Report Hedge Funds Get $17.5 Billion in November, Highest Inflow in Six Months
New York, NY — January 6, 2014 — BarclayHedge and TrimTabs Investment Research reported today that hedge funds took in $17.5 billion (0.9% of assets) in November. This inflow was the highest in six months and the second-highest in the past two years.
“The hedge fund industry has taken in a net $66.9 billion in 2013, a healthy turnaround from an outflow of $8.2 billion in the same period in 2012,” said Sol Waksman, president and founder of BarclayHedge. Hedge funds had net inflows in nine of the first 11 months of 2013.
Read the entire TrimTabs Asset Flows into Hedge Funds Press Release by clicking here.
“The hedge fund industry has taken in a net $66.9 billion in 2013, a healthy turnaround from an outflow of $8.2 billion in the same period in 2012,” said Sol Waksman, president and founder of BarclayHedge. Hedge funds had net inflows in nine of the first 11 months of 2013.
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
TrimTabs/BarclayHedge Survey of Hedge Fund Managers - December 2013 Survey
The topical study from the January 2014 issue of The Hedge Fund Flow Report. Gain insight into industry trends and hedge fund asset flows before you make your next important decision.
Our monthly survey of hedge fund managers finds a plurality is bullish on the S&P 500’s prospects for January 2014 and that bearish sentiment is at a three-month high. Managers were more cautious this month compared with November’s survey. Bullish sentiment sank to a three-month low after a 2.0% drop in the S&P 500 in the first half of December.
Bullishness on 10-year U.S. Treasuries hit a three-year low in December’s survey, while bearishness reached a four-month high. Nearly two-thirds of survey respondents expect equities to outperform bonds and precious metals over the next six months. A similar proportion expects developed markets to outpace emerging and frontier markets in the same period. . .
Accredited investors can read the entire article for free. From the January 2014 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.
Our monthly survey of hedge fund managers finds a plurality is bullish on the S&P 500’s prospects for January 2014 and that bearish sentiment is at a three-month high. Managers were more cautious this month compared with November’s survey. Bullish sentiment sank to a three-month low after a 2.0% drop in the S&P 500 in the first half of December.
Bullishness on 10-year U.S. Treasuries hit a three-year low in December’s survey, while bearishness reached a four-month high. Nearly two-thirds of survey respondents expect equities to outperform bonds and precious metals over the next six months. A similar proportion expects developed markets to outpace emerging and frontier markets in the same period. . .
Accredited investors can read the entire article for free. From the January 2014 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
Copyright © 2010 by Barclay Hedge
Subscribe to Posts [Atom]