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Gain insight into industry trends and hedge fund asset flows before you make your next important decision.
Each month the Hedge Fund Flow Report contains a survey of hedge fund managers that takes the pulse of the industry with regard to their opinions on the use of leverage, global markets, the price of gold and oil, sentiment on US stocks and the US dollar index, and more.
The Hedge Fund Flow Report Library contains all the surveys and topical studies published in prior issues of the Hedge Fund Flow Report.
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 5238 hedge funds. An annual subscription, priced at only $2,200, includes 12 monthly issues and 12-months of historical rolling data on hedge funds, funds of funds and CTA flows, AUMs, and returns.
Included in the full report:
- Analysis of monthly flows in hedge funds, funds of funds, and CTAs
- Sector-level monthly, YTD, and 12-month asset flows and returns data
- Returns correlations of hedge funds, fund of funds and CTAs
- Latest economic benchmark trends collected from our monthly survey of hedge fund managers
SAMPLE: A Snapshot from the January 2014 Issue
Note: January's issue shows November flows. BarclayHedge gathers November data in December and then TrimTabs releases the Report in early January. Click here to download the complete January 2014 report.
|Hedge Fund Flows - November 2013 ($USD billion)|
|Equity Long Bias||1.5||0.8%||1.6%||191.2|
|Equity Market Neutral||0.3||1.1%||0.6%||25.4|
|Hedge Fund Industry||17.5||0.9%||0.8%||2097.1|
|Funds of Funds||1.9||0.4%||1.1%||481.1|
About TrimTabs Methodology
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.
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)]
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.
Finally, we gross up all flows to account for the estimated difference between the BarclayHedge survey sample and the entire hedge fund industry.