Incisive Views from Professionals
By Bernhard Steiner As most readers of this article very well know, the past five years have been difficult for traditional managed futures strategies. The asset class as measured by Barclay Hedge CTA Index has posted losing years in three out of the past four years and 2013 is shaping up to potentially be another […] Read more »
By Hedge Fund Insight staff Earlier it was noted here that European and Asian hedge funds were starting to attract capital flows. American institutional investors are the source of roughly 60% of the flows to the industry, and this year they have diversified from their existing holdings of hedge funds. That trend has continued into […] Read more »
By Simon Kerr, Publisher of Hedge Fund Insight The returns of equity long/short managers are under examination here, and how the managers have performed relative to their regional indices. It is no surprise that European long/short managers have produced returns year to date closely in line with the STOXX Index – the aggregate stock selection […] Read more »
From the Eurekahedge June Index Flash Report Hedge funds witnessed the seventh consecutive month of positive returns in May amid mixed returns in global markets. The Eurekahedge Hedge Fund Index was up 0.20% during the month, while the MSCI World Index was down 0.45% in May. Key highlights for May 2013: Hedge funds witnessed the […] Read more »
Source: Ernst & Young Read more »
By Simon Kerr, Hedge Fund Insight The Wilshire Trust Universe Comparison Service® (Wilshire TUCS) tracks the performance and allocation of institutional assets in the United States of America and includes nearly 1,570 plans representing in excess of $2.75 trillion in assets. The full universe includes public pension plans, Taft-Hartley plans, master trusts and corporate […] Read more »
By Simon Kerr, Hedge Fund Insight When I received a manager monthly letter today showing four positive months for 2013 it made me wonder is that the manager or the strategy? After such a long time waiting, you will understand my interest, as the manager is a CTA. The particular fund* has delivered a […] Read more »
By Anric Blatt, Global Fund Exchange Group Investing requires us to battle with natural human tendencies such as extrapolating the past into the future. Quantitative portfolio optimization often favors assets that have positive outlier performance in the past but are often likely to revert to the mean going forward. More often than not, the […] Read more »
From Global Asset Management Several trends in risk markets continued in March with positive performance in equities, notably in the US and Japan, continued strength in the US dollar and another month of weakening in the Japanese yen. Hedge funds enjoyed the third consecutive month of positive performance for the year, with the HFRX Global […] Read more »
By Charles Gubert, Editor of COOConnect Here is our take on what happened in 2012, and the clues we picked up as to what hedge fund COOs can look forward to over the next 12 months. In the spirit of the season, and to make it a bit harder for ourselves, we decided to restrict […] Read more »