$ Allocations into Hedge Funds in Q3 2009
Top $ Allocations into Hedge Funds for Q3 2009
Notable Investor Inflow by Market
- Commodity focused funds: Investor allocations increased commodity fund assets by over 9% in Q3 2009
- Mortgage bond focused funds: Allocations increased assets 5.8% in Q3 2009
- Corporate bond focused funds: Allocations increased assets 5.5% in Q3 2009
- Equity related strategies: Allocations increased asset by 3.7% in Q3 2009
- Statistical Arbitrage: Allocations increased assets 12.6% in Q3 2009
- Event Driven: Allocations increased assets 8.4% in Q3 2009
- CTA/Managed Futures: Allocations increased assets 3.8% in Q3 2009
- Long/Short Equity: Allocations increased assets 3.0% in Q3 2009
- Distressed: Allocations increased assets 2.8% in Q3 2009
Notable areas of lagging inflows or outflows
- Long Only strategies: Investor redemptions reduced assets 4.2% in Q3 2009.
- Eastern Europe: Investor redemptions reduced assets 5.8% in Q3 2009, primarily due to outflows in July. Flows in August and September were positive.
- Energy Sector: Investor redemptions reduced assets 1.7% in Q3 2009. Here too, flow trends turned positive in August and September.
- Multi-Strategy: Flows have been mixed, with redemptions slightly outpacing new allocations in Q3. Investors appear more comfortable allocating directly to more focused strategies.
- Convertible Arbitrage: Despite positive performance, investor allocations have not been strong enough to outpace redemptions in Q3.
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