Thursday, June 17, 2010
Barclay CTA Index Down 0.77% in May; Managed Futures Sectors Show Divergence
FAIRFIELD, Iowa, June 17, 2010– Managed futures lost 0.77% in May according to the Barclay CTA Index compiled by BarclayHedge.
“The slowing of growth in China, fears of a double-dip recession in the US, and a European liquidity crisis precipitated a sharp decline in global equity prices,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Managed Futures Press Release by clicking here.Labels: BarclayHedge press release, CTA
Tuesday, June 15, 2010
Barclay Hedge Fund Index Down 3.09% in May; Equity Funds Lose Ground as Markets Drop
FAIRFIELD, Iowa, June 15, 2010– Hedge funds lost 3.09% in May according to the Barclay Hedge Fund Index compiled by BarclayHedge.
“Fear was in the driver’s seat in May as investor worries about a liquidity crisis in Europe and a ‘double-dip’ recession in the US drove global equity prices lower,” says Sol Waksman, founder and president of BarclayHedge.
Read the entire Hedge Fund Press Release by clicking here.
Labels: BarclayHedge press release, hedge funds
Tuesday, June 8, 2010
Distressed Securities Funds Gain 31% in 2009, 6.5% in Q1
Beginning of a New Multi Year Trend?
From the Second Quarter, 2010 issue of Barclay Managed Funds Report. The full report also includes 24 hedge fund and managed futures performance ranking tables and in-depth manager profiles. Subscribe. View Roundtables from back issues.
Chances are the world would just as soon forget the 2008 market turmoil that
sent the global economy into a spiral and may have forever changed the way that global markets operate. The strong rebound that has ensued through the first quarter of 2010, along with an improving economic picture, certainly has gone a long way toward sending that episode into the history books.
Healthy aftermath are words that are rarely uttered in tandem, but they may best describe where we are today because of 2008. Significant excesses have been removed from the markets,valuations of many securities have returned to realistic levels, and much needed regulatory reform may be on the way. As a corollary to healthy aftermath, weak companies with no prospects have been forced to disappear, while promising companies, albeit temporarily bruised, offer significant opportunities
in the form of distressed investment strategies.
Since declining by 31.70% in 2008, the Barclay Distressed Securities Index has
gained 30.89% in 2008 and an additional 6.55% in the first quarter of 2010. Has the
easy money been taken off the table or are we still in the early stages of a much
larger trend?
To the untrained eye, today’s distressed environment may appear too complex and beyond the scope of ability for the average investor. To the experienced distressed hedge fund manager, however, the current opportunity set is unprecedented and ripe with profit potential. To discuss the current environment for distressed investing and review the opportunity set in more detail we have assembled a panel of expert managers.
Our panel includes:
Oren M. Cohen, Brownstone Asset Management, L.P.
Howard Golden and Kevin Wyman, Southpaw Asset Management, L.P.
Robert L. Rauch, Gramercy Advisors LLC.
The complete article will be available on the BarclayHedge.com website in August 2010. Subscribe to receive each issue of the Barclay Managed Funds Report as it comes out.
Labels: Barclay Managed Funds Report, Barclay Roundtable, hedge funds
Setting Up a Hedge Fund – Where Should it Be and What Should You Do
In his paper, Butler starts by providing a general overview and points out some of the more critical areas to be aware of when setting up a hedge fund.
Read the full study here.
Labels: Barclay Insider Report, commodity trading advisor, CTA, flows into hedge funds, Fund Administration Research Articles, funds of hedge funds, Hedge Fund Administration, hedge fund research
Fund Launches
- Astor Capital (Martello Equity Index)
- IPM Commodity Fund
- IPOfn New Issues Fund L.P.
- IPOfn New Issues Fund Ltd.
- MutualHedge Frontier Legends Fund
- QCM GDP UCITS Fund
- Transcendent Capital Management
- World Invest Absolute Financials
Labels: CTA, hedge funds, New Fund Launches
Replicating Hedge Fund Indices with Optimization Heuristics
Hedge funds offer desirable risk-return profiles, but the drawbacks are high management fees, lack of transparency, and illiquidity. In their paper, the authors apply advanced modeling techniques to replicate the attractive features of hedge funds - fully transparent, liquid, and low cost.
Download the full article here.
From the June 2010 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
April Hedge Fund & CTA Performance
Commodity Trading Advisor performance for April as measured by the Barclay CTA Index averaged +0.33%. May's estimate based on the performance of the Barclay BTOP50 Index is -2.37%.
Hedge Fund Indices Managed Futures Indices
From the June 2010 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Barclay Insider Report, commodity trading advisor, CTA, hedge fund performance
Hedge Funds Post Outflow of $3.5 Billion in April; Hedge Fund Managers Expect Debt Crisis to Worsen According to Survey
New York, NY – June 8, 2010 – TrimTabs Investment Research and BarclayHedge reported that the hedge fund industry posted an estimated outflow of $3.5 billion, or 0.2% of assets, in April 2010, the third outflow in five months. Strong performance has added $338 billion to hedge fund coffers in the past year, lifting industry assets to $1.65 trillion, the highest level since November 2008.
“Recent flow weakness is surprising,” said Sol Waksman, CEO of BarclayHedge. “Industry performance has been stellar, and April is historically a strong month for subscriptions.”
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 funds
Monday, June 7, 2010
The TrimTabs/BarclayHedge Survey of Hedge Fund Managers
The topical study from the June 2010 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 May survey reveals:
- Hedge fund managers are not enamored of U.S. equities. About 52% of the 143 hedge fund managers we surveyed are bearish on the S&P 500, while only 16% are bullish.
- About 49% of managers are bullish on the U.S. dollar index, while only 15% are bearish.
- Managers have mixed feelings about the 10-year U.S. Treasury note, and 45% are neutral.
- These results square with the behavior of speculative traders, who have large net long positions on U.S. Dollar Index futures, neutral positions on Treasury futures, and neutral to short positions on E-Mini S&P 500 futures.
- Hedge fund managers show little appetite for leverage. About 73% of mangers plan to hold leverage steady, while 20% plan to reduce it. . . .
Accredited investors can read the entire article for free.
From the June 2010 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, Hedge Fund Flow Topical Study, hedge funds
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