Equity long/short
Poor performance for hedge fund strategies in 2011 as assets under management...
Despite lacklustre performance across many strategies, hedge funds had good inflows, ending 2011 with total AUM of $1.71 trillion. Fixed income was the best performer and equity long/short the worst.
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.
Emerging market hedge funds had a bad 2011. Markets placed a premium on liquidity vs quality and significant money flowed out of emerging markets as investors became more defensive and risk averse.
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Investable indexes: November 2011 returns
Hedge fund performance fell during November as many strategies were hit by unfavourable market conditions, caused by the continuing eurozone sovereign debt woes.
Hedge fund strategies need to cope with volatility and uncertainty in...
Choosing a hedge fund strategy that will perform well in 2012 is difficult. With unprecedented ambiguity about what 2012 will bring, strategies need to cope with market volatility and uncertainty.
Short selling forecast to rise in China as regulations are relaxed...
Goldman Sachs is seeing more securities lending activity in Asia. The rise in short selling reflects the weakness of the Hang Seng. Demand continues to surge while available inventory value falls.
Hedge funds benefit from market rallies and increased risk appetite
Hedge funds gained 1.88% in October as better-than-expected US economic data and a near resolution to the eurozone crisis boosted the markets.
Investable indexes: October 2011 returns
Equity markets rebounded in October as the eurozone crisis looked near to a resolution. This benefited hedge fund indexes, however, the rally was short-lived.
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Using market and credit risk analytics to strengthen performance
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