Research
Investable indexes: July 2012 returns
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.
Investable indexes: June 2012 returns
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 funds continue run of losses in June
Hedge funds are on a run of losses, ending the quarter down 2.3%. Despite this, most regional mandates had flat to slightly positive returns in June and some strategies made gains for the month.
Barclays fine breaks records for FSA
Barclays fine breaks records for FSA
Enter the Insurance Risk Awards 2012
Submissions now being accepted for awards that recognise best practice and innovative thinking in insurance risk management
Severity of fraud falling across Europe
Fico and Euromonitor collect European card fraud data and SAS Software tracks biggest op risk events
Hedge fund strategies continue losses in May as market environment detrioriates
Hedge funds experienced losses across almost all strategies during May as markets fell and risk aversion worsened. A few refused to follow suit, however, and had good performance and positive inflows.
Investable indexes: May 2012 returns
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.
Data: ETF top providers and products
Data on top providers and products by assets, and asset growth by replication method
The ORR 20: Compliance software rankings 2012
The appliance of compliance
Asia Risk 2012 Technology Rankings are now live
Take part in our survey to find the top technology vendor for financial risk management and derivatives services in Asia.
Research shows only 10-15 hedge funds needed for optimum portfolio diversification
Optimum diversification in hedge fund allocations
Risk institutional investor rankings 2012
Deutsche on top
Investable indexes: April 2012 returns
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 fund performance has its second month of declines during April
Hedge funds experienced a second month of declines in April as risk aversion returned. There were gains across select strategies with relative value and arbitrage funds continuing their positive runs.
Types of operational risk loss by event, April 2010 to April 2012
The top five op risk loss events in April
Mandate watch: JP Morgan makes collateral management gains
The latest mandates in the asset-servicing business
Hedge fund performance for March fails to hold on to start of year momentum
Hedge funds were flat to slightly negative in March. CTA/managed futures and macro hedge funds had the worst returns for the month, while relative value and fixed income had better performances.
Investable indexes: March 2012 returns
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.
Asia Risk commodity rankings 2012
Asia Risk commodity rankings 2012
'Clients, products and business practices’ the biggest op risk type in March
Types of operational risk loss by event, March 2010 to March 2012
European fund managers concerned over increased non-financial risks from AIFM directive
Non-financial risks raised by AIFM rules
Risk Espana rankings 2012
Light at the end of the tunnel
Investable indexes: February 2012 returns
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.