Wed, May 6, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Eurekahedge: Hedge funds return 0.44% (est.) in July (0.78% YTD), saw $25bn inflows and $20.7bn outflows

Wednesday, August 24, 2011
Opalesque Industry Update - August's edition of The Eurekahedge Report takes an in-depth look at the global hedge funds sector, with analysis of the industry’s performance so far in 2011, comparisons to previous years and an examination into where it might be headed.

The report also contains a look at the most up-to-date data numbers for July in our regular performance and asset flows sections.

Highlights from this month’s report:

• The hedge fund industry saw US$25 billion inflows and US$20.7 billion outflows during July
• All regions outperformed underlying markets for the third consecutive month
• Hedge funds outperformed global markets by 3.03% in July and remained ahead by 2.35% YTD
• CTA/managed futures funds posted gains of 1.87%
• 52.5% of global hedge funds were above their 2007 high-watermarks
• July was the eighth consecutive month of net inflows with US$4.3 billion coming into the sector
• Assets in multi-strategy hedge funds crossed US$300 billion to reach record highs
• Assets in macro hedge funds reached a historical high of US$125.3 billion


Main Indices

July
2011*

2011
Returns

2010
Returns

Eurekahedge Hedge Fund Index

0.44

0.78

10.84

Eurekahedge Fund of Funds Index

0.33

-0.44

4.54

Eurekahedge (Long-Only) Absolute Return Fund Index

-0.29

-1.36

15.82

Eurekahedge Islamic Fund Index

-0.34

0.71

9.43

 

Regional Indices

July
2011*

2011
Returns

2010
Returns

Eurekahedge North American Hedge Fund Index

0.22

2.47

13.68

Eurekahedge European Hedge Fund Index

-0.62

-0.33

9.16

Eurekahedge Eastern Europe & Russia Hedge Fund Index

1.22

2.52

16.56

Eurekahedge Japan Hedge Fund Index

0.52

1.48

8.21

Eurekahedge Emerging Markets Hedge Fund Index

0.47

1.43

10.56

Eurekahedge Asia ex-Japan Hedge Fund Index

1.11

0.19

10.17

Eurekahedge Latin American Hedge Fund Index

-0.63

2.51

9.79

 

Strategy Indices

July
2011*

2011
Returns

2010
Returns

Eurekahedge Arbitrage Hedge Fund Index

-0.05

2.64

9.47

Eurekahedge CTA/Managed Futures Hedge Fund Index

1.87

-1.18

12.09

Eurekahedge Distressed Debt Hedge Fund Index

-0.18

4.70

22.69

Eurekahedge Event Driven Hedge Fund Index

-0.13

0.61

15.24

Eurekahedge Fixed Income Hedge Fund Index

0.41

3.43

10.31

Eurekahedge Long/Short Equities Hedge Fund Index

0.04

0.64

10.29

Eurekahedge Macro Hedge Fund Index

0.93

0.26

7.66

Eurekahedge Multi-Strategy Hedge Fund Index

0.30

1.33

9.61

Eurekahedge Relative Value Hedge Fund Index

-0.54

1.76

11.39

 

Global Hedge Fund Indices by Fund Size

July
2011*

2011
Returns

2010
Returns

Eurekahedge Small Hedge Fund Index ( < US$100m )

0.42

0.47

10.75

Eurekahedge Medium Hedge Fund Index ( US$100m - US$500m )

0.42

1.35

11.26

Eurekahedge Large Hedge Fund Index ( > US$500m )

0.55

1.43

10.77


* Based on 82.02% of funds which have reported July 2011 as at 23 August 2011.

 


www.eurekahedge.com


Bg

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
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. Avenue Capital raises $700m for new energy hedge fund[more]

    Komfie Manalo, Opalesque Asia: Global hedge fund Avenue Capital Group, which manages $13bn in assets as at end March, reported that it raised an additional $700m for a new energy fund that it plans to launch in May. Avenue Ca

  2. SEC charges funds of hedge funds Alpha Titans, executives, and auditor for improper expense allocations[more]

    Update: Please note the important updated information at the end of the article.The Securities and Exchange Commission today announced charges against a Santa Barbara, Calif.-based hedge fund advisory firm and two executives involved in improper allocations of fund assets to pay undisclose

  3. Opalesque TV: Aequam Capital: Asset management industry will be mainly quantitative going forward[more]

    Benedicte Gravrand, Opalesque Geneva: Before starting his boutique in 2010, Arnaud Chretien, co-founder and CIO of Aequam Capital, worked ten years as a market trader and 18 years as a quantitative and systematic fund manager for Soc

  4. Class-action lawsuit accuse hedge fund Standard General of holding American Apparel hostage[more]

    Komfie Manalo, Opalesque Asia: A shareholder class-action suit filed on Wednesday accused New York-based hedge fund Standard General of holding American Apparel hostage. It would reportedly reap huge benefits if the clothing company declared bankruptcy. Standard General is the controlling sto

  5. Aberdeen Asset Management suffers high emerging market outflows[more]

    From FT.com: Investors withdrew billions of pounds from Aberdeen Asset Management as money continued to drain from Europe’s largest independent investment group because of worries over emerging markets. Net outflows for the six months to the end of March rose to £11.3bn, higher than market expectati

 

banner