Mon, Sep 25, 2017
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. iCapital Network enters deal to acquire innovative U.S. private equity access fund platform from Deutsche Bank[more]

    Komfie Manalo, Opalesque Asia: Financial technology platform iCapital Network has entered into a definitive purchase agreement to acquire the US Private Equi

  2. Asia - Hedge funds used to love shorting China. Now, not so much, Fledgling China FoFs require careful use: NCSSF, Amac, Japanese banks turn to PE, hedge funds for returns[more]

    Hedge funds used to love shorting China. Now, not so much From Bloomberg.com: A sharp devaluation. A credit crisis. And an economic hard landing. That's what some of the biggest names in the hedge fund industry were predicting for China after the nation's stocks and currency tumbled in 2

  3. Launches - Orchard launches new credit platform, ETN based on hedge fund to launch on the LSE[more]

    Orchard launches new credit platform Orchard Platform has rolled out Deals as a part of its new platform launch. With the addition of Deals to their suite of technology solutions for loan originators and institutional investors, Orchard Platform takes the next step in their evolution. De

  4. Neuberger Berman closes $1.1bn Credit Opportunities Fund[more]

    Neuberger Berman, a private, independent, employee-owned investment manager, announced that NB Private Equity Credit Opportunities Fund LP closed on $1.1 billion of limited partner commitments. The Fund seeks to invest in the secured and unsecured debt of private equity-backed companies, primarily i

  5. Capital Dynamics launches mid-market private credit business[more]

    Capital Dynamics, a global private asset manager, has launched a dedicated Private Credit Asset Management business. Experienced industry executives Jens Ernberg and Thomas Hall have joined Capital Dynamics to co-lead the company's new private credit initiative. They are based in Capital Dynamics' N