Sun, Jun 24, 2018
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Emanagers Total Index gains 2.50% in July (+4.13% YTD)

Monday, August 27, 2012

Florian Guldner, Opalesque Research:

July was another strong month for emerging manager hedge funds and managed futures funds, according to a first estimation based on the data of 298 funds listed in Opalesque Solutions' Emanagers database.

The Emanagers Total Index advanced 2.50% last month and is up 4.13% in 2012. Estimates for June and May were corrected to -0.11% and -0.63% respectively. Since inception in January 2009, the index posted compounded returns of 63.3% and outperformed both the global stock market and hedge fund indexes.

Over the last 12 months, the index saw 8 negative and 4 positive months but still gained 0.71% and outperformed both the Eurekahedge Hedge Fund Index (-2.32%) and the MSCI World Index (-4.24%).

Both hedge funds and managed futures funds made profit in July: The Emanagers Hedge Fund Index rose 1.29% (+4.26% YTD) and the Emanagers CTA Index gained 4.37% (+2.05% YTD).

July was a month of excellent opportunities for trend-following managed futures managers, which helped to increase the index result for the overall sector.

Hedge fund strategies were also positive last month: Event-driven funds performed best (+4.42%), followed by relative value (+1.61%), equity long bias (+0.98), equity L/S (+0.97%), global macro (+0.85%) and multi-strat (+0.84%) investment strategies.

Year-to-date, hed......................

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. Paper: The performance of stocks actively pitched by hedge funds[more]

    Using a novel dataset drawn from investment conferences from 2008 to 2013, I show that hedge funds take advantage of the publicity of these conferences to strategically release their book information to drive market demand. Specifically, hedge funds sell pitched stocks after the conferences to ta

  2. North America - US fundraising for special purpose acquisition vehicles hits record this year[more]

    From AFR.com: Special purpose acquisition vehicles (spacs) are hitting the US market at the fastest rate on record, attracting the likes of Goldman Sachs and hedge fund investor Daniel Loeb for the two largest such deals in 2018. Spacs have raised $US4.5bn so far in 2018, the largest amount fo

  3. Investing - Man Group and AQR try to take aim at private equity industry, Hedge funds poised to be winners in AT&T-Time Warner deal[more]

    Man Group and AQR try to take aim at private equity industry From FT.com: The popularity of private equity investments has prompted asset managers such as Man Group and AQR to devise strategies that aim to replicate PE returns but at a much lower cost to investors. Both companies a

  4. News Briefs: David Stemerman's hedge fund holdings shrank before his run for governor, nvestment manager TSW triggers succession plan, Alan Howard joins Peter Thiel investing in Cologne-based fintech startup[more]

    David Stemerman's hedge fund holdings shrank before his run for governor But the U.S. holdings of Stemerman's Greenwich hedge fund, Conatus Capital, shrank from $2.6 billion at the apex to just over $1 billion before he announced his move into politics. (Hartford Courant) Inv

  5. British Empire: Pershing's 23% discount 'unsustainable'[more]

    From Citywire: The wide discount on Pershing Square Holdings (PSH) is 'unsustainable' and puts star hedge fund manager Bill Ackman under pressure, says British Empire (BTEM). Pershing is the third largest holding in the £850 million British Empire trust, managed by Joe Bauernfreund, which sp