Big Funds Notch Small Gains
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The biggest hedge funds were mostly even or up slightly last month. The top funds were in equity plays.
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| % Return | |||||||||||
| October | YTD | 1-Year | 3-Yr Cum. | 5-Yr Cum. | Assets (mil) | Strategy | |||||
| BEST | |||||||||||
| SYW LP | 25.4 | -4.9 | -7.1 | 69.7 | 66.2 | n.a. | HF Global Long/Short Equity | ||||
| Global Consumer Loyalty | 14.9 | 47.6 | 53.6 | n.a. | n.a. | 1.9 | HF Long-Only Equity | ||||
| AJB Investment II, LP | 12.7 | 144.6 | 272.1 | n.a. | n.a. | 0.5 | HF Long-Only Equity | ||||
| The Vilas , LP | 12.4 | 75.5 | 117.8 | 149.6 | n.a. | 4.1 | HF U.S. Long/Short Equity | ||||
| Krensavage Partners LP | 12.2 | 62.2 | 66.7 | 172.9 | 660.7 | n.a. | HF of - Equity | ||||
| AP Asia Absolute Return Class A | 11.7 | 42.0 | 45.6 | 22.5 | 138.6 | n.a. | HF Emerging Markets Long/Short Equity | ||||
| DUNN Combined LLC | 11.6 | 46.3 | 45.0 | 1.5 | 12.2 | 20.0 | HF Systematic Futures | ||||
| Mulvaney Global Markets Limited | 11.6 | 44.9 | 46.0 | 14.0 | 21.6 | n.a. | HF Systematic Futures | ||||
| Mulvaney Global Markets EUR | 11.5 | 44.2 | 45.2 | 14.0 | 19.9 | n.a. | HF Systematic Futures | ||||
| D ' Best Futures , L.P. | 11.3 | 31.7 | 33.6 | 4.7 | 16.1 | 45.0 | HF Systematic Futures | ||||
| WORST | |||||||||||
| Emerging Income Fd | -27.7 | 34.6 | 32.7 | -42.1 | -71.2 | 1.6 | HF Long/Short Debt | ||||
| IW Alternative SIF-Commodities P EUR Acc | -22.2 | -67.9 | -70.1 | n.a. | n.a. | 10.6 | HF Multistrategy | ||||
| AIS Gold LP | -19.7 | -68.2 | -69.4 | -83.9 | 7.3 | 6.1 | HF Systematic Futures | ||||
| Emerging Value Opportunities Ltd | -17.5 | -1.3 | -5.2 | -6.2 | -72.2 | 12.2 | HF Emerging Markets Long/Short Equity | ||||
| PharmaInvest | -14.7 | -7.6 | -11.1 | 3.3 | -74.1 | 40.9 | HF U.S. Small Cap Long/Short Equity | ||||
| Sprott Bull Bear RSP A | -14.1 | -57.6 | -61.2 | -75.9 | -68.2 | 19.0 | HF U.S. Small Cap Long/Short Equity | ||||
| Sprott Bull Bear RSP Fd F | -14.0 | -57.1 | -60.8 | -75.1 | n.a. | 3.8 | HF U.S. Small Cap Long/Short Equity | ||||
| Komodo Class A | -13.8 | -21.5 | -21.3 | -1.1 | 308.8 | 33.6 | HF Emerging Markets Long/Short Equity | ||||
| Komodo Class I USD | -13.8 | -21.6 | -21.3 | -0.2 | n.a. | 33.6 | HF Emerging Markets Long/Short Equity | ||||
| Sprott Hedge LP II Class A | -12.9 | -55.1 | -59.1 | -75.2 | -67.2 | 76.1 | HF U.S. Small Cap Long/Short Equity | ||||
| BIGGEST | |||||||||||
| Bridgewater Pure Alpha Strat 18% Vol | 0.1 | 6.0 | 7.5 | 45.1 | 102.9 | 26781.0 | HF Global Macro | ||||
| Millennium International Ltd | 1.0 | 11.7 | 12.5 | 30.8 | 68.6 | 12400.0 | HF Multistrategy | ||||
| Bridgewater Pure Alpha Strat 12% Vol | 0.1 | 4.1 | 5.1 | 28.1 | 60.2 | 10827.0 | HF Global Macro | ||||
| Bridgewater All Weather 12% Strategy | -1.3 | -4.0 | -3.8 | 33.9 | 87.3 | 8800.0 | HF Global Macro | ||||
| Winton Futures USD Cls B | 2.2 | 9.0 | 10.5 | 15.9 | 24.5 | 7159.0 | HF Systematic Futures | ||||
| The Genesis Emerging Mkts Invt Com B | -2.4 | 1.8 | 5.8 | 13.5 | 174.3 | 7151.0 | HF Emerging Markets Long-Only Equity | ||||
| Transtrend DTP - Enhanced Risk (USD) | 0.9 | -2.5 | -2.0 | -6.9 | -6.3 | 5705.0 | HF Systematic Futures | ||||
| Millennium USA LP | 1.0 | 11.9 | 12.8 | 32.1 | 70.0 | 5476.0 | HF Multistrategy | ||||
| Renaissance Inst Diversified Alpha | 1.0 | 8.0 | 6.7 | n.a. | n.a. | 5261.6 | HF Multistrategy | ||||
| SkyBridge Multi-Adviser HF Portfolios G | 2.1 | 12.1 | 13.8 | 38.0 | 88.8 | 4806.0 | HF of - Multistrategy | ||||
| Brummer & Partners Nektar | 0.4 | 4.3 | 5.5 | 22.2 | 88.3 | 4693.3 | HF Debt Arbitrage | ||||
| CS IF Switzerland Total Mkt Index Blue Z | 0.5 | 25.1 | 25.4 | 39.2 | 64.6 | 4228.9 | HF Long-Only Equity | ||||
| MKP Opportunity Offshore Ltd | 1.4 | 5.9 | 9.1 | 25.2 | 47.0 | 3686.8 | HF Global Macro | ||||
| MFS Investment Global Equity TUKGBP | 0.1 | 24.3 | 26.0 | n.a. | n.a. | 3500.7 | HF Long-Only Equity | ||||
| Bay Resource Partners Offshore Ltd | 3.2 | 21.5 | 23.9 | 30.9 | 144.6 | 2794.0 | HF U.S. Long/Short Equity | ||||
| Pinnacle Natural Resources, L.P. | -0.8 | 1.1 | 1.4 | 10.8 | 29.9 | 2246.0 | HF of - Relative Value | ||||
| The Genesis Emerging Mkts Invt Com A | -2.4 | 1.2 | 5.2 | 11.4 | 166.0 | 2217.8 | HF Emerging Markets Long-Only Equity | ||||
| CS IMF Swiss Bonds CHF F | 0.1 | -1.3 | -1.4 | 6.1 | 16.7 | 2119.7 | HF Long-Only Debt | ||||
| UBS (CH) IF Eqs CHE Pass All IX | 0.5 | 25.1 | 25.4 | 39.3 | 64.9 | 2058.1 | HF Long-Only Equity | ||||
| Winton Futures GBP Cls D | 2.2 | 8.9 | 10.4 | 16.3 | 25.5 | 1941.1 | HF Systematic Futures | ||||
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Source: © 2012 Morningstar Inc All rights reserved
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