New York (HedgeCo.net) – With the world’s equity markets seeing an increase in volatility in the second half of the year and with the S&P going through a choppy period in the first half of the year, the two hedge fund styles that have seen the greatest inflows this year are equity long/short funds and computer-based funds.
According to the latest data from Eurekahedge, long/short strategies have seen inflows of $31.5 billion on a year to date basis through the end of November. While the net inflows are the highest of any of the different styles, that total is a decline from the $48.6 billion they took in during 2014.
Computer-based trading funds saw inflows of $29.8 billion in inflows and that is in sharp contrast to the $16.1 billion in outflows the strategy saw in 2014. For 2015, the strategies seeing significant outflows are relative value ($3 billion), arbitrage funds ($2.8 billion), distressed debt ($1.8 billion) and event-driven funds ($1.8 billion).