Sat, Dec 20, 2014
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. Investing - Big hedge funds win again on PetSmart, Riverbed, RBS sells real estate loans to hedge fund Cerberus, Talisman energy speculation: Which hedge funds could benefit?[more]

    Big hedge funds win again on PetSmart, Riverbed From CNBC.com: Another week, another set of wins for activist investors. On Sunday, pet supply retailer PetSmart agreed to the largest leveraged buyout of the year at $8.7 billion. Hedge fund firm JANA Partners had been pushing for a sale a

  2. Outlook - Hedge fund manager who remembers 1998 rout says prepare for pain, Bond guru Bill Gross predicts U.S. economic growth to dip to 2%[more]

    Hedge fund manager who remembers 1998 rout says prepare for pain From Bloomberg.com: Stephen Jen landed in Hong Kong in early January 1997 as Morgan Stanley’s newly minted exchange-rate strategist for Asia. He was soon working around the clock when investors began targeting the region’s

  3. Investing - Hedge funds get boost from healthcare in 2014, Paulson & Co takes stake in Salix on heels of inventory issues[more]

    Hedge funds get boost from healthcare in 2014 From Valuewalk.com: The healthcare sector started the year on a turbulent note, as stocks of many major biotechnology companies were battered. However, most of the players in this sector have bounced back. The BarclayHedge Healthcare & Biotec

  4. Opalesque Exclusive: U.S. legal receivables fund launched in August[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Investing in asset-backed receivables is a strategy that has been an integral part of the alternative investment space within the overall fixed income asset c

  5. Comment - High fees and low performance hit hedge funds[more]

    From FT.com: Disenchantment over high fees and lackluster performance may finally be turning the tide against hedge funds, fresh data suggest. Despite generally weak returns since the global financial crisis, hedge funds have enjoyed positive net inflows every year since 2010. This helped assets und