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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......................

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