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Star "macro" funds lagged S&P 500

From the Bloomberg.com article, "Soros, Bacon, Jones Hedge Funds Lag Behind S&P 500":

Investors in hedge funds overseen by George Soros, Louis Bacon and Paul Jones would have made more money this year by buying shares of a stock-index mutual fund.

Managers of so-called macro hedge funds have lagged behind market benchmarks such as the Standard & Poor's 500 Index after being caught off guard by reversals in stock, bond and commodity prices. Macro funds, so named because they bet on broad economic trends, fare better when prices move up or down for a sustained period, which hasn't been the case in 2006 with investor opinions divided about the strength of the U.S. economy.

The "macro" style of hedge funds not only underperformed the S&P 500, they also failed to outpace the overall asset class.

Macro funds rose by an average 1.8 percent as of Oct. 24, compared with 5.6 percent for all hedge funds, according to data compiled by Hedge Fund Research Inc. of Chicago. The Vanguard 500 Index, the largest mutual fund to track the S&P 500 index, a broad measure of U.S. stocks, advanced 12 percent.

Last year, macro funds returned 6.8 percent, beating the Vanguard 500 by 2.2 percentage points.

The performance time frames are getting shorter for hedge fund managers; there have been many reports in recent years of investors zeroing in on monthly performance. So now, I guess when the managers and their funds are having an off year (as defined by their failure to beat benchmark X), they're more likely to see withdrawals of money.

I'm not that familiar with the funds run by Soros, Bacon and Jones, but I would guess their funds cater to a more experienced, higher echelon investor group. These are star managers who can probably demand stringent lockup terms on any outside capital they attract, and I'd guess that the investors would be oriented towards longer-term horizons.

Or am I wrong and is it the young hot-shots that everyone wants to give their money to? I don't know, I'll have to look into it. The newer group of hedge fund investors seem to be saying, "here, take my money and shoot the lights out. Just don't have a bad month!".

One axiom does come to mind: "new money is scared money".

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