Sun, Aug 28, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

GLC, Aquila outdo CTA peers

Thursday, January 12, 2012

Benedicte Gravrand, Opalesque Geneva:

Funds with exposure to equities and directional biases suffered the most losses in 2011 as there were no strong trends during the year, said data provider Eurekahedge, which CTA/Managed Futures Hedge Fund Index was up 0.4% and down 3.04% for 2011 (compared to the main Hedge Fund Index which was down 0.21% for the month, and down 4.16% for the year).

Meanwhile Hedge Fund Research’s HFRI Quantitative Directional index was down 0.96% that month and down 6.95% for 2011 (compared to the HFRI Fund Weighted Composite Index with -0.18% and -4.83%). The Barclay CTA Index the only CTA index to be positive so far for December with 0.21% (est.), although it is down 2.98% for the year.

Directional investment strategies utilize market movements, trends, or inconsistencies when picking stocks across a variety of markets, either with computer models or fund managers identify investments themselves. These types of strategies have a greater exposure to the fluctuations of the overall market than do (non-directional) market neutral strategies.

"Looking forward, we expect Directional and Long-Short strategies to have better performance as the global economy continues to stabilize," said recently Clint Binkley, Senior Vice Presiden......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Strategies - The 'Holy Grail' hedge fund strategy to handle a black swan the size of World War I, Hedge funds get more pushback on terms as enthusiasm for strategy wanes[more]

    The 'Holy Grail' hedge fund strategy to handle a black swan the size of World War I From IBTImes.co.uk: To illustrate a strategic gap common to today's portfolio managers, George Sokoloff, PhD, founder and CIO at Carmot Capital, proposes an interesting thought experiment – a breakdown of

  2. Institutional investors - Investors set to increase allocation to private debt, With investment income key, Richmond retirement system faces funding challenges[more]

    Investors set to increase allocation to private debt Investors are set to increase their allocation to private debt, with 60% revealing they believe the private debt market will grow over the next 12 months, according to a new study by Elian, a leading funds services provider. 41%

  3. Investing - Hedge funds snap up banks, unload Apple, Some of hedge funds' favorite stocks are finally starting to beat the market, Einhorn's Greenlight shifts positions, Treasury yield climbs to two-month high as Fischer joins hawks, 9 stocks smart investors put their money in last quarter[more]

    Hedge funds snap up banks, unload Apple From Barrons.com: Prominent hedge funds have a newfound love of big banks, and some have a distaste for shares of Apple, regulatory filings released last week show. The filings suggest that the funds have been pivoting their portfolios in recent mon

  4. Chesapeake energy seeks $1 billion loan to refinance debt[more]

    From Bloomberg.com: Chesapeake Energy Corp. is seeking a $1 billion loan as the company battered by cratering fuel prices and credit downgrades takes a step to address its $9 billion debt load. The natural gas producer hired Goldman Sachs Group Inc., Citigroup Inc. and Mitsubishi UFJ Financial Group

  5. Institutions - Nordic pension funds magnify focus on unlisted and direct investing, building up teams[more]

    From IPE.com: As bond yields remain at low or negative levels, pension funds and other institutional investors in the Nordic region are stepping up efforts to find higher returns by adding more unlisted investments to portfolios and are expanding in-house teams in order to do this, according to new