Wed, Mar 29, 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. Opalesque Exclusive: FS Investments launches energy fund[more]

    Bailey McCann, Opalesque New York: $19 billion Philadelphia-based FS Investments has launched a new interval fund which will invest in energy. The FS Energy Total Return Fund is the firm's first closed-end interval fund and will invest opportunistically in energy companies and assets. FS

  2. Hedge fund liquidations in 2016 surpass 2009 levels, new launches decline[more]

    Benedicte Gravrand, Opalesque Geneva: Even as the hedge fund industry's total assets exceeded the $3tln milestone last year, hedge fund liquidations increased. So much so that 2016 had the highest number of liquidations since 2008, claims the latest HFR Market Microstructure Report, re

  3. Hedge funds find no joy in macro as returns lag Trump rally[more]

    From Gulfnews.com: In 2017, macro hedge funds were expected to shine. So far? Not so much. It's been a far from impressive first two months for funds that trade around macroeconomic events. Discretionary funds rose just 0.3 per cent through February, according to Hedge Fund Research Inc., while the

  4. Strategies - Billionaire investor Marc Lasry shares how he's playing markets right now, Classic models are failing FX hedge funds desperate for return[more]

    Billionaire investor Marc Lasry shares how he's playing markets right now From CNBC.com: Buy on the prospect of deregulation. Sell on the enactment of deregulation. That's the strategy that billionaire investor Marc Lasry is implementing, according to an interview with CNBC in Las Vegas

  5. Opalesque Exclusive: Aberdeen makes the case for the lower mid-market[more]

    Bailey McCann, Opalesque New York: Aberdeen Asset Management has released a new paper focused on lower mid-market private equity. According to the paper, this segment of the private equity market is gaining popularity with private equity investors that are looking for multiple expansion and less