Digital Assets Report

Indexes

HFR Kenneth J Heinz

HFRI China Index dominates Shanghai Composite

Asian hedge funds posted strong gains in 2017, with the HFRI China Index topping the Shanghai Composite Index by the widest margin in a calendar year since Index inception in 2008, according to the latest HFR Asian Hedge Fund Industry

Sol Waksman

Barclay CTA Index up 2.61 per cent in January

The flash estimate for the Barclay CTA Index, compiled by BarclayHedge, indicates a 2.61 per cent gain in January. All of Barclay’s CTA indices enjoyed a positive return in January. “A seemingly nonstop rally in US equities that extended into

Wilshire Jason Schwarz

Wilshire Liquid Alternative Index up 1.59 per cent in January

The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned 1.59 per cent in January, underperforming the 2.45 per cent monthly return of the HFRX Global Hedge Fund Index. The

Sol Waksman

Barclay Hedge Fund Index gains 2.11 per cent in January

Hedge Funds gained 2.11 per cent in January according to the Barclay Hedge Fund Index compiled by BarclayHedge. The longest consecutive streak of profitable months for the Barclay Hedge Fund Index was the 18-month period from October 2002 through March of 2004.

Picture of a downwards arrow on a graph

Lyxor CTA Index down 3.9 per cent last week

The Lyxor CTA index underperformed last week, losing 3.9 per cent, according to the latest Weekly Brief from Lyxor’s Cross Asset Research team. But several managers had already started to cut leverage ahead of last week’s market turmoil and managed

Picture of a downwards arrow on a graph

Lyxor HFI loses ground

The Lyxor HFI receded this week, mainly due to CTAs and Global Macro funds, according to the latest Weekly Brief from Lyxor’s Cross Asset Research team. They were dragged by their long in equities and energy, though their losses were

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