Thu, Aug 17, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
New Managers April 2012

Emanagers Indices:
March 2012 performance of Opalesque's indices of emerging managers funds

Emanagers Total Index up 0.36% in March (+3.79% YTD)

Emerging manager hedge funds and managed futures funds continued their positive performance last month, according to a first estimation based on the data of 288 funds listed in Opalesque Solutions' Emanagers database.

The Emanagers Total Index, tracking both hedge funds and managed futures funds, gained 0.36% in March, lifting its year to date return to 3.79%. Estimates for February and January were corrected to 1.37% and 2.02% respectively. Since January 2009, the index grew over 62% and outperformed both the global stock market and its hedge fund peers.

With six positive and six negative months, the index has delivered a positive performance of 0.55% over the last twelve months but is still lagging its all time high at the end of April 2011.

In contrast to the first two months of 2012, managed futures strategies were the performance drivers in March, while hedge funds performed only slightly positive.

According to our first estimation, the Emanagers Hedge Fund Index gained 0.20% in March and 5.60% for the quarter. Managed futures funds tracked by the Emanagers CTA Index had their first positive month in March, gaining 0.74%. The index is down 0.50% for the first quarter.

Emerging managers thus outperformed the all-funds group represented by the Eurekahedge Hedge Fund Index and the Newedge CTA Index in March, in the first quarter and over the last twelve months. However, they failed to beat the stock market in the first quarter.

Volatility and correlation a......................

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. Opalesque Exclusive: Albright Capital puts a value lens on emerging markets[more]

    Bailey McCann, Opalesque New York: Over the past decade, investors have steadily increased investments in emerging markets private funds. Allocations to the cohort have increased from $93 billion in December 2006 to $564 billion in September 2016, according to data from research firm Preqin. Howe

  2. Comment: "Long-Term Investing": What managing drawdown risk can do to your long-term returns[more]

    Matthias Knab, Opalesque: Real Investment Advice writes on Harvest Exchange: Last week, I was having lunch with a prospective portfolio management client discussing the curre

  3. Jasper Capital International joins Hedge Fund Standards Board[more]

    Komfie Manalo, Opalesque Asia: Diversified and systematic investment firm Jasper Capital International has become the second China-based signatory to the Hedge Fund Standards Board (HFSB), an organization that brings hedge fund managers and investors together to set standards for the hedge fund i

  4. Investing - Hedge-fund honchos including David Tepper are loading up on Alibaba, Billionaire hedge fund manager Stanley Druckenmiller is betting big on the Chinese consumer, Big-name U.S. hedge funds shed healthcare stocks during the rally in second-quarter, U.S. hedge funds bearish on FAANG stocks in second-quarter, Hedge fund titan Viking Global made a $680 million bet on scandal-plagued Wells Fargo[more]

    Hedge-fund honchos including David Tepper are loading up on Alibaba From CNBC.com: David Tepper's Appaloosa Management and three other he ge funds took new stakes in Chinese e-commerce giant Alibaba in the second quarter, according to the latest quarterly filings. Appaloosa disclos

  5. FinTech - Danger: Crowdfunding on the wrong platform could force you to go public[more]

    From LinkedIn.com: Some equity crowdfunding platforms are putting startups at serious risk. Working with a platform that doesn't structure your deal appropriately could jeopardize your ability to raise future capital or worse, force you to become a public reporting company. The emergence of eq