Mon, Apr 23, 2018
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. Investing - Sequoia takes Facebook stake as shares slide in data controversy, $1.4b hedge fund sees intact fundamentals for Facebook, Jim Cramer reveals some 'suggested hedge fund trades' amid the Trump tariffs[more]

    Sequoia takes Facebook stake as shares slide in data controversy From Bloomberg.com: The $4.2 billion Sequoia Fund bought a small position in Facebook Inc. as the stock slid late in the first quarter, investment manager Ruane, Cunniff & Goldfarb told clients. "The recent controversy enab

  2. Activist Investors - Blue Sky-owned Wild Breads faces uncertain future[more]

    From AFR.com: A Blue Sky private equity investment in artisan-style baker Wild Breads enjoyed multiple valuation upgrades despite losing millions and breaching its lending covenants, accounts lodged with the regulator last week show. Wild Breads lost $2.4 million in 2017, but Blue Sky ascribed a hig

  3. Opalesque Exclusive: Barnegat to close hedge fund to outside investors on weak opportunities[more]

    Komfie Manalo, Opalesque Asia: Bob Treue's Barnegat Fund Management said it is closing its $666m fixed income relative value hedge fund to outside investors. "The negative side to gains in Fixed Income Arbitrage is that unless we find new opportunit

  4. Investing - Hedge fund makes a big bet on malls, British hedge fund manager Odey short UK government bonds on QE bet[more]

    Hedge fund makes a big bet on malls From Barrons.com: The dominant narrative on American shopping malls is that they're dead. Crushed by Amazon.com, many brick-and-mortar retail stores are destined for bankruptcy. And where is the most retail, clustered all together? Malls. From a

  5. Performance - Hedge funds suffer first back-to-back loss in two years, Netflix performance burns hedge fund short sellers, Macro hedge fund up 14.5% in first quarter sees dollar falling, Renaissance Technologies rebounds across hedge funds in March[more]

    Hedge funds suffer first back-to-back loss in two years From Bloomberg.com: Hedge Fund returns sank for a second straight month in March, the first back-to-back loss since the first two months of 2016, as trade wars, tech-sector woes and a Fed rate hike dragged down the S&P 500 from its