Tag: hedge funds

hedge funds

Hedge Fund Flows Essentially Flat in May

abyss

Investors added a mere $1.71 billion to the global hedge fund industry in May, according to the eVestment May 2020 Hedge Fund Asset Flows Report, released today. Year-to-date (YTD) flows are still strongly negative at -$34.41 billion and overall industry AUM at the end of May was $3.046 trillion. While even a small amount of […]

In the FICC of It

This week’s podcast is all about performance – following the third of Profit & Loss’ spring Dial-in-Days, editor-in-chief Julie Ros joins Colin Lambert to discuss some of the themes coming out of the events, starting with hedge fund and CTA performance in the recent market upheaval. Ros dives into the suggestion by panellists in New […]

Crypto Traders Bounce Back in April as FX Suffers: Barclayhedge

The Cryptocurrency Traders Index starred in the latest Barclayhedge CTA Index, the segment reporting a 16.82% return for the month (albeit with just over 55% of funds reporting compared to the more normal rate for other segments of 70-80%). By contrast, the Currency Traders Index, having had two strong months, was the worst performer, returning […]

Hedge Funds Stage April Comeback

The global hedge fund business staged a comeback in April, with a positive aggregate return of +5.02%, according to the just-released April 2020 eVestment hedge fund performance data. All major hedge fund types tracked were in the green for April, although some just barely. This marks a major and promising turnaround from March when almost […]

Currency Traders Boost CTA Index, but Crypto Lets the Air Out

The Currency Traders Index was the best performing sub-index in the Barclay CTA Index for the second month in a row, but unlike in February when the Cryptocurrency Traders Index also went well, March was a nightmare, it being one of only two to see negatives returns The overall Barclay CTA Index was +2.04% in […]

Currency, Crypto, Managers Outperform in February

Data from BarclayHedge shows that while CTAs generally returned -0.31% in February, currency and crypto managers were the strongest performers, achieving positive results. The BarclayHedge Currency Traders Index was up 2.2% in February with 85% of funds reporting results, this means the Index is up 3.45% for the first two months of 2020, the second […]

In the FICC of It

There is plenty on the run sheet for this week’s podcast as Galen Stops quizzes Colin Lambert over a report that links FX swaps liquidity and spreads to spot. Lambert confesses to being a little puzzled over some of the statements in the report and willingly confesses to Stops’ accusation of him being an FX […]

And Another Thing…

Today’s column is dedicated to the Swiss National Bank for its ineptness five years ago yesterday, which changed the foreign exchange industry forever and gave this column literally months worth of ammunition. The SNB is a signatory to the FX Global Code, so given the guidance on disruptive actions, I wonder how it would handle […]

CTAs Close Out Best Year Since 2014

Despite a slight dip in performance in December, CTAs experienced their best year since 2014, according to data from Societe Generale (SG). Following positive gains in November the SG CTA Index ended December down 0.65%. All of the SG indices closed the year in positive territory, with the SG CTA Index and the Short-Term Traders […]