August was characterised by muted volumes and volatility across most asset classes. Hedge funds generated small, positive returns, with the HFRX Global Hedge Fund index gaining 0.2 per cent for the month. GAM portfolio manager Anthony Lawler, says: “The
Just one of the MVIS family of six investable long/short equity indices recorded positive performance in August. The MVIS Emerging Markets Long/Short Equity Index recorded a return of 0.15 per cent while the other five indices all finished the month
Hedge funds gained in June as the US Federal Reserve raised interest rates and oil prices extended sharp declines, while equity market volatility remained near historic lows, according to data released today by HFR. The HFRI Fund Weighted Composite Index
Hedge funds posted the seventh consecutive month of gains in May, with contributions from Currency and Technology exposures, according to data released today by HFR. The HFRI Fund Weighted Composite Index (FWC) gained 0.5 per cent for the month, bringing
CTA performance on the whole was flat in May, remaining flat for the year 2017, according to the latest performance figures for the SG CTA indices released by Societe Generale Prime Services. The Short Term Traders Index fared slightly better
Contagion from recent political upheaval, including former FBI director Mark Comey’s leaked memo and continued concerns over alleged ties between the Trump campaign and Russia, has been reasonable, according to Lyxor. It comes amid persisting signs of decent global
Managed futures traders gained 0.16 per cent in April, according to the Barclay CTA Index compiled by BarclayHedge. Year to date, the index remains down 0.66 per cent. Five of Barclay’s CTA indices had gains in April, while
The SS&C GlobeOp Forward Redemption Indicator for May 2017 measured 3.08 per cent, up from 2.41 per cent in April. “Taking into account seasonality, SS&C GlobeOp’s Forward Redemption Indicator for May 2017 of 3.08 per cent continues this year’s
Hedge funds advanced 1.83 per cent in July, according to the gross return of the SS&C GlobeOp Hedge Fund Performance Index. Hedge fund flows, meanwhile, as measured by the SS&C GlobeOp Capital Movement Index, advanced 0.69 per cent in August.
CTAs outperformed last week on the back of supportive risk appetite conditions, according to Lyxor’s latest Hedge Fund Weekly Brief. Global macro funds also delivered positive returns as the USD regained its upward trend. On a negative note,
