Hedge fund performance fell during November as many strategies were hit by unfavourable market conditions, caused by the continuing eurozone sovereign debt woes.
Hedge funds had marginal losses in November as the investment environment stayed tough, while performance-based losses and outflows wiped $10 billion off the size of the industry, reports Eurekahedge.
Long/short commodity investing shows positive resultsLong/short commodity investing shows positive results
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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Plus types of operational risk loss by event, from November 2009 to November 2011
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.
The top losses for October from SAS Software and the US's losses in Q1 2011 from the ABA Operational Loss Data Sharing Consortium
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This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.