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Eurekahedge Hedge Fund Indices

Hedge Fund Monthly
 
September 2011 Asset Flows Update

Eurekahedge

September 2011
 

Introduction

The Eurekahedge Hedge Fund Index fell 2.13%1 in August amid heightened volatility in global markets and increased risk aversion. Despite the negative returns, managers delivered significant outperformance and downturn protection in a highly volatile environment. The MSCI World Index fell 7.70%2 as market sentiment turned bearish, marked by global markets changing directions frequently throughout the month. Hedge funds were able to deliver the 5.57% outperformance against the MSCI World Index, as the sector continued to attract assets, albeit marginally.

Total assets under management (AuM) were down by US$1.7 billion with the size of the industry continuing to hover around the US$1.82 trillion mark. Performance-based losses for the month totalled US$3.2 billion but despite the high volatility environment, investors still allocated capital to the hedge fund industry. Managers attracted net positive asset flows of US$1.5 billion bringing the total asset flow for the year to US$120.8 billion.

Figure 1: Summary monthly asset flow data since December 2008

Key highlights for the month of August:

  • Hedge funds outperformed global markets3 by 5.57% in August
  • Macro hedge funds gained 0.19% during the month

 

The full article is available in The Eurekahedge Report accessible to paying subscribers only.


Subscribers may continue to login as usual to download the full report and non-subscribers may email database@eurekahedge.com to enquire on how to obtain the full research report.

 

 

Footnotes

1 Based on 67.66% of funds which have reported August 2011 returns as at 16 September 2011

2 MSCI AC World Index USD Currency

3 As represented by MSCI World Index

 

If you have any comments about or contributions to make to this newsletter, please email advisor@eurekahedge.com

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