Dedicated short bias
Hedge fund strategies performed mostly positively during July. CTAs were one of the strongest performers, benefiting from the US drought and rising energy prices. Only a few strategies had declines.
All hedge fund indexes had declines in June, although performance across sub-strategies was mixed. CTA/managed futures funds fared particularly badly. Equity long/short funds had a better month.
Hedge fund performance took a hit in May as uncertainty over the eurozone continued to impact investor sentiment. CTAs took advantage of the trends created and ended the month in positive territory.
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Dedicated short bias articles
Hedge fund indexes fell in April, with the exception of the HFRX Global Hedge Fund Index, which ended the month up 0.12%. Many strategies were flat in April and some have had good gains year-to-date.
Hedge funds have mixed performance in March after starting the year on an upward trend. Most strategies had marginal moves up or down. The only combined index to increase was Dow Jones/Credit Suisse.
The continuing market rally benefited hedge funds during February. Nearly all strategies had positive returns with equity-based strategies in particular taking advantage of strong markets.
Hedge funds started 2012 on a strong note, with gains across nearly all strategies as equity markets rallied, US economic data was positive and fears for the future of the eurozone were allayed.
Broad hedge fund performance was down or flat for the end of 2011, with returns for the year in negative territory. There was some positive performance to be found in specific strategies.
The September returns for Dow Jones Investable Indexes, Frontier Capital Multi Asset Platform Fund versus the indexes, Hedge Fund Research Indexes and Lyxor Alternative Index.
The August returns for Dow Jones Investable Indexes, Frontier Capital Multi Asset Platform Fund versus the indexes, Hedge Fund Research Indexes and Lyxor Alternative Index.
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
Related conferences
USA, 5th Jun 2013
UK, 12th Jun 2013
Brazil, 12th Jun 2013
Brazil, 12th Jun 2013
UK, 3rd Jul 2013
Related training
Canada, 21st - 16th Oct 2013
UK, 5th - 6th Jun 2013
UK, 5th - 6th Jun 2013
Canada, 10th - 14th Jun 2013
USA, 11th - 12th Jun 2013
Updating your subscription status
Risk IPad Apps
Email alerts
Weekly poll
Related Jobs