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

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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