Wednesday, 20 August 2014
Last updated 1 hour ago
Jun 5 2012 | 2:28pm ET
Hedge funds reported a median loss of 0.26% in May 2012, a month that looked a lot like September 2011, according to data from eVestment|HFN.
Equity and commodity market felt the effects of Europe’s sovereign crisis as investors moved to “safer” assets, resulting in U.S. Treasury yields falling and the dollar rising against all major currencies.
In this environment, macro and managed futures strategies and funds focused on currency markets appear to have been the best performers, up 1.65%, 3.25% and 0.94%, respectively. Credit funds (down 1.55%) have again outperformed equity-focused strategies (down 2.95%) and emerging markets exposure (down 3.58%) experienced higher losses than developed markets (down 1.05%). eVestment|HFN says larger funds also performed “noticeably better” across the strategy spectrum.
Through April 2012, investors directed most of their money into credit, macro and commodity strategies as well as more diversified multi-strategy funds while pulling it from long/short equity, event driven and emerging market strategies.
Aug 4 2014 | 7:42am ET
By now, U.S. and international subscribers have received their home or office delivery of the special 500th issue of Futures magazine. You can too!—a very special offer follows. The issue is the largest in years—filled with the best trading strategies and stories from 43 years of being the primary publication for commodity, stock, options and forex traders. Read more…
The July/August 2014 issue is our largest in years—filled with the best trading strategies and stories from 43 years of being the primary publication for commodity, stock, options and forex traders.
The Alpha Pages Editor's Note