Fri, Mar 24, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
New Managers February 2012

Emanagers Indices:
January 2012 performance of Opalesque's indices of emerging manager funds

Emanagers Total Index gains 2.72% in January after losing 1.6% in 2011

Opalesque Ltd., a leading provider of online information services to the alternative investment industry, announced the estimated January and updated 2011 year-end results for its series of indices tracking emerging hedge fund and managed futures fund managers. Index calculations are based on currently 303 funds listed in Opalesque Solutions' Emanagers database, the industry's only database dedicated exclusively to fund management firms less than 48 months old and with assets under management of less than $600 million at the time of the firm's inception.

The Emanagers Total Index, consisting of both hedge funds and managed futures funds, gained 2.72% in January after losing 1.6% in 2011. Since inception in January 2009, the index grew over 61%, outperforming both the global stock market and its hedge fund peers.

The positive January result was generated by the returns of hedge fund strategies, as the Emanagers Hedge Fund Index gained 3.97% (-2.45% in 2011). Managed futures funds tracked by the Emanagers CTA Index gained 0.56% (+0.39% in 2011).

12-month rolling volatility of Emanagers hedge funds slightly increased due to heavy performance swings in the second half of 2011 and January 2012. We calculated a stock market beta of approximately 50%, compared to 29% for the Eurekahedge Hedge Fund Index.

Emanagers managed futures strategies continued their trend of delivering truly uncorrelated returns, resulting in an equity market beta of less than 1%. As one of very few fund perfor......................

To view our full article please login

This article was published in Opalesque's New Managers a top-down monthly analysis, news and research publication on the global emerging manager space.
New Managers
New Managers
New Managers

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. 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

  2. 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

  3. 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

  4. 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

  5. Hedge funds await outcome of French elections, feel pinch on lower oil prices & weak dollar[more]

    Komfie Manalo, Opalesque Asia: Hedge funds felt the pinch of lower oil prices and weak U.S. dollar as the Lyxor Hedge Fund Index was marginally down as of the week ending 14 March, Lyxor Asset Management said in its Weekly Briefing. The Lyxor He