New Daily DowHedge Program Starting January 4, we will be adding a daily version of the DowHedge program to the Daily Trend group of systems. The weekly version will still be active. This program trades the 10 best performing Dow stocks. In the weekly version, the Dow stocks are ranked weekly, and in the new …
Industry Benchmark Performance This must be a relief for the fund managers, posting good returns just before the end of the year. Still, they are far below the returns of the broad index markets and well below our own returns. Blogs and Recent Publications – A New Book on Amazon! “Kaufman Constructs Trading System” continues …
Industry Benchmark Performance Industry results showed small losses everywhere, no doubt due to the uncertainty of the upcoming election. Blogs and Recent Publications – A New Book on Amazon! “Kaufman Constructs Trading System” has gotten excellent feedback. Thank you! You can find it on Amazon or on our website, www.kaufmansignals.com. Find recent publications and seminars …
Industry Benchmark Performance Smaller losses for the hedge funds compared to the benchmark equity index markets. Performance remains in-line with the DOW index more than any other. Most CTAs are positive for the year, a good offset to equities. Given all the negative news, breaking even seems to be a good return. Blogs and Recent …
Industry Benchmark Performance It is surprising how little the hedge funds are benefiting from the stock market rally, unless they are all heavily invested in the DOW. At least they are all ahead for the year. Futures are mixed, with the BTOP 50 fractionally lower and the systematic programs doing the best. Blogs and Recent …
Industry Benchmark Performance Even with early signs showing gains in July, the hedge fund industry is lagging far behind the broad market indices. Most funds are slightly down or slightly up. The biggest problem seems to be the lack of risk control. None of the funds show that they reduced risk during the worst of …
Industry Benchmark Performance Small gains in the equity hedge funds in June are somewhat disappointing, with many stocks moving higher and NASDAQ on new highs. Year-to-date results are similar to the S&P returns. Most CTA performance was better, with systematic programs doing the best, higher by 2.4%. Still, there is nothing exciting going on here. …
Industry Benchmark Performance The Hedge Funds have been crawling back over the past two months, now only down 5% for the year. That’s good considering the drawdown of more than 30% that we’ve seen in the index markets. The systematic CTAs did the best, not higher by almost 3% for the year, an argument for …
Industry Benchmark Performance The Hedge Fund Industry posted good equity returns in April, but less than half of the SPY gain. Even a 10% gain after a 30% loss actually recovers only 7% of the drawdown, so there is still quite a bit to go. As we would expect, long-only funds were the best performers. …
Industry Benchmark Performance As of April 1, the Hedge Fund Industry posted losses varying between -7% and -10% for March, and slightly worse for year-to-date. Those are excellent given that SPY peaked on February 19, up 5% for the year, then had collapsed 33.7% by March 23. It has now recovered about 11%. The Performance …
