Mon, Dec 18, 2017
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. Mediobanca acquires majority stakes in Swiss hedge fund[more]

    Komfie Manalo, Opalesque Asia: Listed diversified banking group Mediobanca SpA said it has acquired a majority stake in Geneva-based hedge fund firm RAM Active Investments SA (RAM AI), an active and alternative asset manager offering a range of act

  2. Northleaf Capital Partners closes debut private credit fund on $670M[more]

    Bailey McCann, Opalesque New York: Northleaf Capital Partners has closed its debut private credit fund - Northleaf Private Credit I - on $670 million. The vehicle will invest in private credit transactions in Europe and North America, with a primary focus on lending to private equity-backed compa

  3. ...And Finally - The ongoing gun saga in the U.S.[more]

    From Newsoftheweird.com: As elder members of the First United Methodist Church in Tellico Plains, Tennessee, gathered on Nov. 16 to discuss the recent church shooting in Sutherland Springs, Texas, one of those present asked if anyone had brought a gun to church. One man spoke up and said he c

  4. Opalesque Exclusive: Credit Suisse Asset Management's NEXT Investors leads $6M Series A round for LUX Technology and Services[more]

    Bailey McCann, Opalesque New York: Credit Suisse Asset Management's NEXT Investors has led a $6 million Series A funding round for LUX Technology and Services, a business and technology solutions provider for the alternative assets industry. The investment will be used to fuel growth of Trans

  5. eVestment: hedge funds extend winning streak[more]

    Bailey McCann, Opalesque New York: Hedge funds marked their 13th consecutive month of positive returns in November with +0.47% average returns for the month, according to the latest Hedge Fund Performance Report from eVestment. Activists, long/short and quant equity strategies are producing