Research

The Eurekahedge Report – October 2012

Introduction

Hedge funds witnessed a third consecutive month of gains in September amid rallying markets and further monetary stimulus from major central banks around the globe. The benchmark Eurekahedge Hedge Fund Index rose 1.03%1 while the MSCI World Index returned 2.29%2 over the month. US$8.1 billion in total assets were added during September, of which US$5.1 billion came from managers’ performance while the remaining US$2.9 billion came from investment inflows bringing the total size of the industry to US$1.76 trillion.

Highlights of hedge fund performance and asset flows for the month are as follows:

September 2012 US$ billion
Allocation (Inflows) 12.72
Redemption (Outflows) -9.79
Net Asset Flows 2.93
Positive Performance (Growth) 8.1
Negative Performance (Decline) -2.96
Total 5.14
Overall Total 8.06

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Footnote

1Based on 63.62% of funds which have reported September 2012 returns as at 16 October 2012

2MSCI AC World Index All Core Local Currency



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