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.
Market volatility, concern over slowing growth and the eurozone sovereign debt crisis hit hedge fund strategies in August. Only managed futures and global macros delivered positive returns.
Easy money in emerging markets is over. Developing markets are attracting much more interest with hedge fund managers running this strategy expecting increased allocations over the next few years.
More Equity long/short articles
Sovereign debt uncertainties, market volatility and disregard of company fundamentals are giving little comfort to equity long/short hedge fund managers in the remaining months of 2011.
Canadian asset manager Eric Sprott now has over $10 billion invested in his mutual funds, hedge funds and discretionary accounts. His investment thesis is simple: go long gold and silver, short everything else.
While correlation among hedged equity managers remains stubbornly high post-crisis, carefully selected long/short funds should continue to add alpha to hedge fund portfolios over the long term.
Hedge fund strategies provided significant downside protection for investors in July, according to data from Eurekahedge.
Regulators continue to disagree on rules to curtail short selling. Empirical evidence suggests constraining short sales significantly reduces market quality and can have unintended consequences.
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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