Hedge Funds Weekly: January 4, 2016

The following is an excerpt from our Hedge Funds Weekly report, which is available in the clients section. If you are not yet a client, please request access.

Highlights

  • Our factor‐based estimates project that hedge funds lost 0.02% last week as most major asset classes declined
  • Only 13 of the 30 hedge fund strategies we track earned positive returns
  • There were very few bright spots as global equities, bonds, real estate and commodities all declined
  • Of our entire universe of regional and sector equity benchmarks only developed Asia-Pacific equities posted a gain
  • US high yield and emerging market bonds notched modest gains, but most fixed income assets fell
  • Oil continued its long-term slide
  • Both developed and emerging currencies depreciated relative to the US dollar
  • We will begin assessing our December hedge fund performance estimates next week once more of the underlying indexes have released returns

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News Worth Reading: January 1, 2016

There’s always great information out there if you know where to look. The following comprises our list of news worth reading from the past week.

Hedge Funds

  • It wasn’t all doom and gloom for hedge funds this year (wsj)
  • 10 years after the collapse, Amaranth investors are still waiting for their money (efinancialnews)

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