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Market Volatilities In March, Leads To A Second Month Of Loss For Hedge Funds

Best and Worst Performing Strategies

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Q1 hedge fund letters, conference, scoops etc

Market Volatilities March Hedge Funds

Distressed Debt

+2.89% YTD

+US$0.61 billion AUM YTD

Distressed debt continued to be the best performing strategy on a year-to-date basis as corporate debt exposure to oil and Puerto Rican debt contributed to gains for some managers in March.

CTA/Managed Futures

-1.80% YTD

-US$13.52 billion AUM YTD

The significant losses incurred by CTA/managed futures fund managers in February completely depleted the gains they made in January, and left their year-on-year AUM growth deep in the red.   Among regional CTA/managed futures focused strategies, Asian CTA/managed futures hedge fund managers generated the best returns in Q1 2018, up 2.32%

Market Volatilities March Hedge Funds

The North American hedge fund industry accounts for 66.6% of the total hedge fund assets as of March 2018.

Market Volatilities March Hedge Funds

Global hedge fund fees climbed to three year highs

Year Performance Fees (%) Management Fees (%)
2015 14.27 1.28
2016 15.56 1.31
2017 15.64 1.24
2018 15.76 1.36

Article by Eurekahedge

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