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December 04, 2008

Managed Futures Gain in Popularity & Performance

New York, December 4, 2008 Managed Futures is one of only two positive performing sectors within the Credit Suisse Tremont Hedge Fund Index (“Broad Index”) this year, returning 11.99% year to date versus a loss of 15.54% for the Broad Index. The sector has grown from a weight of 3.5%of the Broad Index in January to 4.2% at the end of October and total assets under management for the sector are now estimated at $225.5 billion1, representing a 22% increase over the past year.

 

The Managed Futures sector has continued to deliver despite adverse market conditions, generating positive performance and bolstering investor confidence in the strategy. While the hedge fund industry as a whole has experienced net outflows for the year, the sector has seen positive inflows every month this year, even during months of negative performance.

 

However, market dislocation has led to an increased dispersion in the monthly returns posted by the sector’s constituent funds during the second half of the year. On average, there has been a 30% difference among the monthly returns of top and bottom performers within the Managed Futures sector between July and October, which is up from the 21% average difference in monthly fund performance for the sector in 2007.

 

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All Credit/Suisse Tremont Hedge Fund Research is available online at www.hedgeindex.com.

 [1] Source: Barclay Trading Group, Ltd.  All data obtained from publicly available information and other third party sources are believed to be reliable. Credit Suisse has not sought to independently verify information obtained from public and third party sources and makes no representations or warranties as to accuracy, completeness or reliability of such information.

Contact Information: Suzanne Fleming, Corporate Communications, Credit Suisse, telephone 212 325 7396, suzanne.fleming@credit-suisse.com

 

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Certain information contained in this document constitutes “Forward-Looking Statements” (including observations about markets and industry and regulatory trends), which can be identified by the use of forward-looking terminology such as “may”, “will”, “should”, “expect”, “anticipate”, “target”, “project”, “estimate”, “intend”, “continue” or “believe”, or the negatives thereof or other variations thereon or comparable terminology. Due to various risks and uncertainties beyond our control, actual events, results or performance may differ materially from those reflected or contemplated in such forward-looking statements. Readers are cautioned not to place undue reliance on such statements. Credit Suisse has no obligation to update any of the forward-looking statements in this document.

 

 

 

 


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