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Logo Hedge Fund Flow Report

Gain insight into industry trends and hedge fund asset flows before you make your next important decision.


 

Free Hedge Fund Flow Report Library

Subscribe now and receive 12 monthly issues of the Hedge Fund Flow Report which includes a topical study relevant to hedge fund asset flows. The library contains free downloads of all topical studies published in previous issues of the report.

Click Here to see a list of studies available for free download.
(Downloads require a free BarclayHedge membership.)

About the Hedge Fund Flow Report

The Hedge Fund Flow Report combines the accuracy of the BarclayHedge database with the analytical insight of TrimTabs Investment Research.

The report is generated by TrimTabs Investment Research using the most current data on 5264 hedge funds. An annual subscription, priced at only $2,200, includes 12 monthly issues as well as a spreadsheet containing monthly flow aggregates by category.
 

SAMPLE: A Snapshot from the January 2011 Issue

Note: January's issue shows November flows. BarclayHedge gathers November data in December and then TrimTabs releases the Report in early January. Click here to download the complete January 2011 report.

Hedge Fund Flows - November 2010 ($USD billion)
  Nov '10
Flow
Nov '10
Flow
/TNA
Nov '10
Return
  Nov '10
Total Assets
Convertible Arbitrage 0.2 0.5% 0.2%   33.3
Distressed Securities 0.4 0.3% 0.1%   113.6
Emerging Markets 1.8 0.8% -0.3%   222.0
Equity Long Bias 0.9 0.6% 1.3%   157.6
Equity Long-Only 0.2 0.2% 0.0%   68.9
Equity Long/Short 2.5 1.3% 0.7%   186.7
Equity Market Neutral 0.2 0.6% 0.7%   30.0
Event Driven 2.2 1.0% 0.4%   214.6
Fixed Income 1.9 1.2% 0.1%   167.4
Macro 1.3 1.2% -0.5%   105.2
Merger Arbitrage 0.2 0.6% -0.1%   30.8
Multi-Strategy 1.2 0.6% 0.3%   193.5
Other 0.6 2.4% 1.2%   26.5
Sector Specific -0.5 -0.5% 1.4%   96.8
Industry totals
Hedge Fund Industry 13.0 0.8% 0.6%   1647.1
Funds of Funds 0.5 0.1% 0.0%   535.9
CTAs -4.0 -1.4% -1.6%   286.0


Included in the full report:

  • Assets, flows and returns correlation in the hedge fund industry
  • Flows in hedge funds, fund of funds, and CTAs year-to-date
  • Hedge funds long-term returns
  • Seasonal patterns of hedge fund flows
  • Margin debt and hedge fund assets
  • Hedge fund flows by fund size
  • Monthly TrimTabs/BarclayHedge survey of hedge fund managers



About TrimTabs Methodology

  1. We restrict our survey sample for each hedge fund category to funds that report their returns and update their assets under management. If a fund reports its returns but does not change the amount of its assets under management, we assume it did not update its assets under management and we exclude it from our survey sample.

  2. We calculate the ratio of the flow to the total net assets (Flow/TNA) of each hedge fund category. To calculate the flow, we use the following formula:
    Flow = [Assets(t)-Assets(t-1)]-[Assets(t-1)*Returns(t)]

  3. We project the flows of the survey sample by multiplying the Flow/TNA for each hedge fund category by the total assets for that category at the end of the previous month.

  4. Finally, we gross up all flows to account for the estimated difference between the BarclayHedge survey sample
  5. and the entire hedge fund industry.


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