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Hedge funds witnessed the 5th consecutive month of net allocations and 7th consecutive month of positive returns - up 3.89% year-to-date Total asset flows for 2013 currently stand at US$50 billion with total size of the industry at US$1.87 trillion Asia ex-Japan hedge funds outperformed underlying markets for three consecutive months - up 3.26% since end-February Eurekahedge is currently tracking almost 500 funds that have delivered more than 15% year-to-date and 250 funds that are up by over 20% year-to-date Distressed debt funds extended winning streak to 11 consecutive months, gaining 21% since endJune 2012 CTA/managed futures funds declined by 1.69% in May 2013
Regional Indices May started off on a good note with positive economic data from the US, leading to rallies in global equity markets, specifically in North America where market indices reached all-time highs. The US dollar strengthened against most major currencies, going above 100 level against the Japanese yen for the first time since 2009. The positive sentiment turned mid-month amid weak manufacturing numbers from China and uncertainty regarding the withdrawal of the US Federal Reserves asset purchase program. Most major hedge fund investment regions delivered positive returns in May, with Asia ex-Japan hedge funds reporting the strongest returns during the month. The managers outperformed the market for the third 3 consecutive month gaining 2.35% in May while the MSCI Asia Ex Japan Index was down 4.35% - the largest returns posted by funds focused on Greater China, up 4% in May. The Eurekahedge Japan Hedge Fund Index grew 0.42% in May, bringing its year-to-date return to 18.34% and extending their winning run to the ninth month making it the longest winning streak on record for Japanese funds. The months return 1
Index Flash
May 2013*
May 2013* 1.06 0.83 -1.51 0.42 0.60 2.35 -0.34 May 2013* 0.32 0.27 -0.58 -0.22 May 2013* 3.96
2013 2012 Returns Returns 4.46 3.21 -3.99 18.34 3.66 7.61 1.14 7.93 6.63 5.07 6.15 10.88 12.43 10.40
Hedge Fund Index Fund of Funds Index Long-Only Absolute Return Fund Index Islamic Fund Index
Eurekahedge Strategy Indices
6.33 4.10
Arbitrage CTA/Managed Futures Distressed Debt Event Driven Fixed Income Long/Short Equities Macro Multi-Strategy Relative Value
Mizuho-Eurekahedge Indices
Emerging Markets 2013 2012 Returns Return Asia ex-Japan 3.03 6.74 Latin American -0.19 1.39 Eurekahedge Global 9.34 13.91 Hedge Fund Indices 5.01 9.00 by Fund Size 3.22 10.60 Small (< US$100m) 6.99 1.26 3.32 3.47 7.76 2.53 Medium (US$100m US$500m) Large (> US$500m)
2013 2012 Returns Return 3.69 4.48 3.61 4.20 5.71 6.87 6.98 8.38
Mizuho-Eurekahedge Index - USD TOP 100 Index - USD TOP 300 Index - USD
5.93
India -1.78 -1.69 12.64 6.46 5.99 * Based on 45.23% of funds which have reported May 2013 returns as at 11 June 2013
Index Flash
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Based on 45.23% of funds which have reported May 2013 returns as at 11 June 2013 MSCI AC World Index All Core (USD) MSCI AC Asia Pacific Ex Japan Index All Core (USD)
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