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Volatility

Hedge fund strategies need to cope with volatility and uncertainty in 2012 markets

Choosing a hedge fund strategy that will perform well in 2012 is difficult. With unprecedented ambiguity about what 2012 will bring, strategies need to cope with market volatility and uncertainty.

Hedge Funds Review | 10 Jan 2012secure

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Economic and social factors could lead to a disastrous 2012

A convergence of many worrying events could plunge the global economy into recession and the world's populations into mass civil unrest. Leadership from the US may not be enough to avert disaster.

Hedge Funds Review | 10 Jan 2012secure

Fixed income arbitrage strategy enjoys improved environment and opportunities for 2012

With plenty of catalysts, more dislocations and an improved competitive environment in the more liquid US market, the outlook for fixed income arbitrage hedge fund strategies appears promising in 2012...

Hedge Funds Review | 10 Jan 2012secure

Hedge funds running long/short strategies were successful in 2011 despite market volatility

Despite chaotic markets in 2011, hedge fund short sellers were successful in their bets, although performance of US long/short equity strategies was disappointing. 2012 is likely to be challenging.

Hedge Funds Review | 10 Jan 2012secure

Poor overall performance by hedge funds in 2011 despite Q4 improvement

Hedge funds ended 2011 with overall performance down despite a pick-up in the fourth quarter. Only macro and relative value arbitrage strategies ended the year in positive territory.

Hedge Funds Review | 10 Jan 2012secure

Cross-asset correlation hampers hedge fund returns according to spread-trading asset manager

Rising cross-asset correlation has made it harder for hedge funds to generate alpha. An analysis shows correlation between the S&P 500 and US Treasury bills hit a 13-year low in 2011.

Hedge Funds Review | 09 Jan 2012secure

Stenham launches global macro fund of hedge funds

Stenham Asset Management has launched a global macro fund of hedge funds investing in equities, commodities, fixed income and currencies of hedge funds. Liquidity is with 35 days' notice.

Hedge Funds Review | 09 Jan 2012secure

Despite testing market conditions and regulatory changes, hedge funds see opportunities in 2012

Wildly fluctuating markets will challenge a wide variety of strategies in 2012 while emerging markets should offer opportunities. Hedge funds could offer investors strong risk adjusted performance.

Hedge Funds Review | 09 Jan 2012secure

Academic analysis supports long/short commodity investing without regulatory intervention

Recent market volatility has revived the debate on the role of commodities in strategic and tactical asset allocation and led to an increasing recognition of the relevance of long/short strategies.

Hedge Funds Review | 04 Jan 2012

Onshore Brazilian hedge fund gives domestic investors access to offshore managers

FoHF Financial Risk Management is to launch the first onshore Brazilian fund which invests in offshore hedge funds and aimed at pension funds. It predicts others will follow.

Hedge Funds Review | 21 Dec 2011secure

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