Hedge Funds Review - February 2012
Articles in this issue
Investable indexes: December 2011 returns
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.
M&A lull poses challenge for event driven equity funds
Running short on deals
Roubini forecasts continuing danger for global economic outlook in 2012 and beyond
Ticking economic timebomb
Sothic Capital European Opportunities Fund: Sothic Capital Management
Distressing opportunities
Valuation issues stress relationship between hedge fund managers and investors
Independent pressures
Emerging market hedge funds struggle to find alpha in volatile environment
Emerging from the gloom
Hedge fund investors look to share classes for currency risk management
Hedging currency bets
Hedging pressure-based long/short commodity strategy used for third generation commodity index
Case for long/short commodity indexes
New Capital Wealthy Nations Bond Fund: Stratton Street
Rating the rich
Poor performance for hedge fund strategies in 2011 as assets under management increase
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.