- Advertisement -

Related

Hedge fund flows reverse negative trend in February

- Advertisement -

Stockholm (HedgeNordic) – Investors have bought into hedge funds in February. According to data from eVestment, net inflows to hedge funds amounted to USD 7,9 billion  during the month, translating into the highest level for industry assets seen since July 2015.

The inflow to the industry in February reverse the negative trend for hedge fund asset flows as of late. Going into February, hedge funds had posted negative flows for five consecutive months. Following the positive number during the month, the industry so far is positive year to date.

On strategy level, quantitative long/short equity funds attracted the largest assets during the month, among other strategies to report positive returns were managed futures and macro.

In 2016, macro hedge funds recorded weak asset flows following erratic returns in 2015, but investors seem to have noticed the benefit many macro managers were able to provide investors in 2016, eVestment writes as a possible explanation to the turnaround in flows year to date. Since the beginning of the year, macro funds have recorded the largest inflows among the strategy groups tracked by eVestment, with net flows of USD 4.4 billion.

 

Picture: shutterstock – isak55

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

Our newsletter is sent once a week, every Friday.

Jonathan Furelid
Jonathan Furelid
Jonathan Furelid is editor and hedge fund analyst at HedgeNordic. Having a background allocating institutional portfolios of systematic strategies at CTA-specialist RPM Risk & Portfolio Management, Mr. Furelid’s focus areas include sytematic macro and CTAs. Jonathan can be reached at: jonathan@hedgenordic.com

Latest Articles

Stop Making Room for Managed Futures

By Corey Hoffstein, Co-Founder, CEO and CIO at Newfound Research: The case for managed futures as a portfolio diversifier is well established. During the...

Othania Positions Trend-Following at the Core of Multi-Asset Portfolios

Not many investors in the Nordics explicitly allocate to trend-following strategies, yet those who do often regard them as an essential building block in...

Muddling Through the Mess: Managed Futures ETFs

By Alexander Mende and Per Ivarsson at RPM Risk & Portfolio Management: Traditionally, Managed Futures (MF) strategies have been limited to hedge funds known...

There Can Only Be One

By Linus Nilsson of NilssonHedge: In the beginning, CTAs were a cottage industry, focusing on HNW, seeking outsized returns, and deploying notionally funded managed...

SMA Capital Drives Protean Select to Lower Capacity Limit

Since launching Protean Select as an opportunistic long/short equity hedge fund in 2022, Pontus Dackmo and his team have emphasized a clear priority: returns...

Atlas Global Macro Builds on Comeback with New Danish Feeder

Atlas Global Macro, last year’s top-performing Nordic hedge fund, is becoming more accessible to Danish investors through a newly launched feeder fund on the...

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -