- Advertisement -

Related

Hedgefonder väntar utflöden i juni från rekordnivåer

Powering Hedge Funds

Stockholm (HedgeNordic.com) – Enligt den så kallade SS&C GlobeOp Forward Redemption Indicator steg investerares förväntade utflöden ur hedgefonder till ett femånadershögsta under maj månad, förmodligen som ett resultat av att investerare justerar sina portföljer inför halvårsskiftet. Enligt indikatorn, som visar ett månatligt estimat för hur hedgefondinvesterare skickar ut order om uttag som en procent av totalt administrerade tillgångar, steg siffran till 4,32 procent i maj, en ökning från 3,23 procent i april och den högsta noteringen sedan december förra året.

“Majoriteten av de förväntade uttagen representeras av typiska flöden runt halvårsskiftet” säger Bill Stone, chef för SS&C Technologies enligt nyhetsbyrån Reuters.

Ökningen av förväntade uttag skall ses i ljuset av att globala hedgefonder såg förvaltat kapital stiga till 2,938 biljarder dollar under april månad enligt en rapport från eVestment – ett nytt all-time-high.

Bild: (c) isak55—shutterstock.com

Subscribe to HedgeBrev, HedgeNordic’s weekly newsletter, and never miss the latest news!

Our newsletter is sent once a week, every Friday.

HedgeNordic Editorial Team
HedgeNordic Editorial Team
This article was written, or published, by the HedgeNordic editorial team.

Latest Articles

AP3 Hires Lynx’s Mattias Sundbom as Head of Portfolio Strategy

After spending the past decade at some of Sweden’s largest systematic asset managers, most recently at Lynx Asset Management, Mattias Sundbom has now moved...

Colosseum’s Rollercoaster Start Gives Way to Strong Rebound

Early investors in the freshly launched Colosseum Global Alpha have experienced a rollercoaster ride in recent months, though the latest stretch has been largely...

Nordic CTAs Thrive in February’s Volatile Macro Landscape

February proved to be another favorable month for Nordic CTA managers, leaving CTAs as the best-performing sub-strategy in the Nordic Hedge Index so far...

Core, Satellite, and Structural Premiums: PensionDanmark’s Approach to Emerging Market Debt

Many institutional investors have gradually internalized mandates once awarded to external managers, seeking tighter cost control, greater transparency, and improved alignment. Emerging market debt...

PIMCO: Similar Yields, Better Risk Profile in European High Yield

The U.S. high yield market has long been regarded as the global benchmark: deeper, more liquid, and broader in sector composition. For many allocators,...

Avoiding the Echo Chamber: Kraft’s Playbook in Tighter High-Yield Market

Delivering strong returns during a market rebound is one thing. Preserving performance momentum once spreads tighten and dispersion fades is another. That was the...

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -