Hedge Funds: Dispersion, rotation – and surviving 2008

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Hedge Funds: Dispersion, rotation – and surviving 2008

Nobody expects it to get any easier, especially if January’s figures for Europe and Asia are any indication of the future, says Neil Wilson.

It’s no understatement to say that the markets had a challenging year in 2007, with both banks and hedge funds under pressure. Nevertheless, despite a few high-profile casualties, the hedge funds generally came through pretty well – and some, such as the funds managed by Paulson & Co, produced amazing and unprecedented gains. So can we hope for – or expect – more of the same in 2008?

It certainly doesn’t look like getting any easier in 2008. There were without doubt some extremely difficult months during 2007 – notably in August and then again in November. But this year has started off with a month in January that was if anything even more treacherous, featuring highly bearish conditions and some wild intra-month swings both up and down, and especially for hedge funds trading equities in Europe and Asia.

In Europe, the EuroHedge Composite index was down by an estimated 1.25% in January – not quite as bad as last August or November but obviously not great, and with equity funds down on average by about 3%. In Asia, the AsiaHedge Composite was off a whopping 3.73%, the worst month on record. And after a great year in 2007 when they had been up an average of about 25%, emerging market equity hedge funds gave back an average of 5.87%

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