- Advertisement -

Related

Förvaltat kapital i hedgefonder når ny rekordnivå

- Advertisement -

Stockholm (HedgeNordic) – Förvaltat kapital i hedgefonder steg till en ny rekordnivå under det andra kvartalet 2015 enligt den senaste industrirapporten från Hedge Fund Research (HFR).

Investerare allokerade 21,5 miljarder dollar till hedgefonder under perioden vilket är det största kvartalsvisa inflödet på ett år. Därmed nådde totalt förvaltat kapital i hedgefonder 2,97 biljoner globalt vid juni månads utgång.

Inflöden koncentrerades till Equity Hedge och Relative Value Arbitrage strategier och de stora namnen fortsätter att attrahera lejonparten av flödena. Inflöden till fonder som förvaltar över 5 miljarder dollar såg inflöden på 15,1 miljarder under det andra kvartalet. Under första halvan av 2015 erhöll de stora hedgefondaktörerna hela 29 miljarder i nya flöden vilket motsvarar 71 procent av totala nya allokeringar enligt HFR.

Hedgefondindustrins största namn förvaltar därmed omkring 69 procent av branschens totala förvaltade kapital men representerar samtidigt endast 6 procent av antalet hedgefonder.

Bild: (c) shutterstock—Arsgera.om

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

AI Isn’t the Transformation. Your Hedge Fund Operating Model Is.

By Ashish Shrestha, Senior Solutions Consultant at MAIA Technology: Artificial intelligence is moving quickly from experimentation towards implementation across the hedge fund industry. For...

Volt Diversified Alpha Posts Second-Best Month

Volt Diversified Alpha Fund delivered an estimated 5.8 percent gain in August, its second-best monthly performance since launching in early 2017, as its systematic...

The Lifecycle of a Trade: Where Nordic Managers Win or Lose Their Edge

Placing the trade is the easy part, but it is only as good as everything around it. The edge is rarely won at the...

Diversification is Easy to Buy, Hard to Get: The Liquid Alternatives Test

By Luc Dumontier, CIO Global Asset Management, iM Global Partner: Rarely have global portfolios carried such concentrated exposure to a single bet. US equities...

Unlocking a Third Active Lever

By Steven Braun at Newfound Research and Return Stacked® Portfolio Solutions: Long-only active management traditionally has two levers for generating excess returns. The first...

Active and Alternative ETFs Gain Ground as Market Splits Between Cost and Value

The ETF market is entering a new phase in which growth is increasingly concentrated at opposite ends of the cost spectrum. While ultra-low-cost passive...

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -