За первые три квартала чистый приток средств в хедж-фонды превысил $23 млрд За первые три квартала чистый приток средств в хедж-фонды превысил $23 млрд 3

For the first three quarters, the net inflow of funds into hedge funds exceeded $23 billion

According to the Citco Group, servicing assets under management in the amount of $1,6 trillion, in the third quarter, the global hedge fund industry experienced a positive net inflow of $6 billion amid rising volatility. Overall for the first nine months 2021 year net inflow was $23,7 billion.

За первые три квартала чистый приток средств в хедж-фонды превысил $23 млрд

In the third quarter, all hedge fund strategies on the Citco platform showed positive profitability. Although the quarter showed relatively good hedge fund performance, they were still different from the figures 1 and 2 quarters: funds on the platform provided an average return in 1,15% in the third quarter compared to 8,25% and 6% in the first and second quarters, respectively.

Event strategies showed the best results, providing a weighted average return in 6,46%, and the worst — multistrategies, with the result 0,39%. Continuing the trend of the previous quarter, the highest yield was received by large funds with assets of more than $3 billion — average 1,57% in the III quarter.

For the second consecutive quarter, Citco observes a strong correlation between volatility and trading volumes. Despite a relatively calm July, trading volumes in the third quarter became the second in intensity after the first quarter 2021 as a result of a sharp surge in volatility in September. Shares remained the most traded asset class in the third quarter, however, in September on 36% trade in fixed income products increased, credit default swaps and interest rate swaps, which indicates a wider use of this group of products by hedge funds.

Based on Hedge Week

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