Tue, May 3, 2016
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. Hedge funds see $14.3bn outflows in Q1, CTAs and multi-strategy lead net inflows[more]

    Komfie Manalo, Opalesque Asia: The hedge fund industry saw net outflows of investor capital in the first quarter of the year, totaling $14.3bn, data from Preqin showed. This continues from the $8.9bn overall net outflows that funds recorded in Q4

  2. Third Point calls Q1 "catastrophic" for hedge funds[more]

    Bailey McCann, Opalesque New York: The first quarter of this year was rocky for hedge funds based on aggregate performance from the industry, but now we are beginning to hear what the managers thought of it as quarterly letters make their way to investors. Dan Loeb, CEO of New York-based $17 bill

  3. Asia - Stabilization of China's capital outflows may hinge on Janet Yellen, Fink says China to do well this year as bubble threat postponed, Chinese hedge fund to invest in India’s infrastructure[more]

    Stabilization of China's capital outflows may hinge on Janet Yellen From Bloomberg.com: Whether China’s recent stabilization of its currency and capital outflows continues -- or downside pressure reignites -- may hinge in large part on Janet Yellen. If the Federal Reserve chair sticks to

  4. …And Finally - After all, judges are human too[more]

    From Newsoftheweird.com: In March, one District of Columbia government administrative law judge was charged with misdemeanor assault on another. Judge Sharon Goodie said she wanted to give Judge Joan Davenport some files, but Davenport, in her office, would not answer the door. Goodie said once the

  5. Comment - Unmasking the men behind Zero Hedge, Wall Street's renegade blog[more]

    From Bloomberg.com: Colin Lokey, also known as "Tyler Durden," is breaking the first rule of Fight Club: You do not talk about Fight Club. He’s also breaking the second rule of Fight Club. (See the first rule.) After more than a year writing for the financial website Zero Hedge under the n