Equity long/short
Optimal design of volatility-driven algo-alpha trading strategies
Optimal design of volatility-driven algo-alpha trading strategies
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.
Hedge funds struggle with risk-on/risk-off markets with no change in sight
Struggling with risk-on/risk-off
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.
Hedge funds see upside in Russian equities
Russian renaissance
Manager profile: Old Mutual Asset Managers (OMAM)
Flying under the radar
Asia-based hedge funds expect strong AUM growth in 2012 as numbers increase
Asian tigers ready to leap
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.
Hedge funds have second month of good returns led by equity-focused strategies
Market commentary: February 2012
Sponsored statement: SEI Investment Manager Services
Shifting hedge fund landscape: Where institutions put fund managers to the test
Equity long/short managers see potential in 2012 but remain cautious while market volatility continues
Positioned for performance
Institutional investors to favour more active, smart beta approach to commodities
Seeking performance while at the same time increasingly needing to control risk makes smart beta thematic index approaches such as low volatility, minimum variance and risk-weighted strategies increasingly appealing to institutional investors allocating…
HSBC Next Generation Fund: HSBC Alternative Investment
Moving into the unknown
Investable indexes: January 2012 returns
Hedge funds started 2012 on a strong note, with gains across nearly all strategies as equity markets rallied, US economic data was positive and fears for the future of the eurozone were allayed.
Customised mandates have transformational impact on Gsam hedge fund group
Adapting to a changing world
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.
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.
Emerging market hedge funds struggle to find alpha in volatile environment
Emerging from the gloom
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.