Sun, Apr 23, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Scotiabank Canadian Hedge Fund Index Asset Weighted up 1.07% in August, (-0.95% YTD)

Friday, September 27, 2013
Opalesque Industry Update - The Scotiabank Canadian Hedge Fund Index ended August 2013 up 1.07% on an asset weighted basis (-0.95% YTD) and rose 0.79% on an equal weighted basis (0.26% YTD).

The aim of the Scotiabank Canadian Hedge Fund Index is to provide a comprehensive overview of the Canadian Hedge Fund universe. To achieve this, index returns are calculated using both an equal weighting and an asset-based weighting of the funds. The index includes both open and closed funds with a minimum AUM of C$15 million and at least a 12 month track record of returns, managed by Canadian-domiciled hedge fund managers.

Month End Aug 2013

 

Value

Return 
MOM

Return 
YTD

Annualized 
Return*

Annualized 
Standard 
Deviation**

 

 

Scotiabank Canadian Hedge Fund Index Asset Weighted

1854.87

1.07%

-0.95%

7.39%

11.56%

 

 

Scotiabank Canadian Hedge Fund Index Equal Weighted

1418.63

0.79%

0.26%

4.12%

9.89%

 

 

S&P TSX Composite

12653.9

1.34%

1.77%

3.69%

15.79%

 

 

S&P 500 (quoted in USD)

1632.97

-3.13%

14.50%

3.50%

16.38%

 

 

S&P 500

1720.73

-0.67%

21.61%

1.98%

11.80%

 

 

DEX 91 Day Treasury Bill Index

393.49

0.09%

0.67%

2.08%

0.47%

 

 

DEX Universe Bond Index

877.84

-0.32%

-1.81%

5.06%

3.34%

 

 


press release: www.scmonline.com/analytics/cgi-bin/hedgefund/entry_screen.cgi.

www.gbm.scotiabank.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: Carden Capital bets on volatility[more]

    Bailey McCann, Opalesque New York for New Managers: Machine driven strategies are having a bit of a moment in the hedge fund world right now. Systematic funds have outperformed other strategies at a time when all ey

  2. Sprott AM to sell Canadian diversified fund business to management-led group[more]

    Komfie Manalo, Opalesque Asia: Toronto-based asset management company Sprott Asset Management LP (SAM) has entered into an agreement to sell its Canadian diversified fund business to a management-led group. Under the deal, the new group will have

  3. Investing - These hedge funds (and Madeleine Albright) are betting on a debt crisis, Hedge funds are upping their bets on the death of the traditional retailer, $20bn hedge fund recaps Corizon[more]

    These hedge funds (and Madeleine Albright) are betting on a debt crisis From Yahoo.com: There could be a big debt crisis brewing in places like China, India, Latin America and Africa -- and a growing number of investors are amassing war chests to cash in on the distress. Albright Capital

  4. Universities looking to defend endowments from Republican tax plan[more]

    From PIOnline.com: Some of the richest U.S. colleges are pushing back against scrutiny by Congress over the tax-exempt status of university endowments. Lobbying disclosure forms show almost two dozen schools such as Princeton University, University of Notre Dame and Cornell University are including

  5. Activist News - GAM touts 'tangible results' of turnaround as activist fight hots up, Bill Ackman not done with Herbalife, says his fight could get legs in May, Activist hedge fund CIAM says Euro Disney's buyout offer not fair for minority investors[more]

    GAM touts 'tangible results' of turnaround as activist fight hots up From FNLondon.com: GAM, the Swiss asset manager at the center of an attempted boardroom putsch by activist hedge fund RBR Capital, said its first-quarter results amounted to "tangible" proof that its management's plan f