Download the July Eurekahedge hedge fund report with highlights on European hedge fund performances, asset flows and top 10 hedge. The benchmark Eurekahedge Hedge Fund Index was down %1 in October, while the MSCI World Index2 gained % over the month. Total assets under. The newest Eurekahedge report says that total hedge fund assets have grown by $ billion in the year to date (through May). The gain is the.
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The gain is the result of inflow, not of positive performance. Performance has varied sharply by size of fund, the report says.
Eurekahedge Fund index down per cent YTD in November | Hedgeweek
Small- and medium-sized funds have had positive returns. The larger subgroup of those the more-than-a-billion funds did worse than than their slightly smaller peers, losing 0. Year-to-date, it has shrunk by 7.
In May alone, it shrunk 1. This may seem a bit odd, since the underlying commodity and FX markets were up in May.
Underlying markets were up in part because the American imposition of steel and aluminum tariffs on trading partners drove industrial metal prices up. Three strategies saw performance in the positive numbers in May: Distressed debt broke even.
Speaking geographically, the only regional mandates either positive performance or positive flows in May were those of Asia ex-Japan. These are a group of four equally weighted indexes long, short, relative value, and tail risk that track the performance of underlying hedge fund managers that take a view on implied volatility, though the relative value view might be a neutral one consistent with opportunistic vol trades with an eye to positive absolute return. The relative value Vol HF index returned 1.
Each of the other three indexes was negative for the month, with tail risk losing the most, On a YTD basis, all four strategies remain in the red. Short vol fund managers have the worst of it, being Cat bond market activities have been strong and inflows from investors have been healthy.
The ILS managers suffered great losses from the hurricane season of On the other hand, if an investor is looking for returns that are uncorrelated to those of the other indexes just mentioned, ILS investment has something to be said for it as part of a portfolio. Size, Strategy, Geography Performance has varied sharply by size of fund, the report says.