The performance of hedge funds, as measured by the Lyxor Hedge Fund index, was flat last week, according to the latest weekly brief from Lyxor cross asset research team. It was essentially hampered by the negative performance of global macro
Hedge funds investing in emerging Asia, specifically in India and China, posted the strongest quarterly performance since Q2 2015, benefitting from improving investor expectations for global growth and favourable currency market trading in Q1 2017. That’s according to the latest
The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned 0.36 per cent in June, outperforming the HFRX Global Hedge Fund Index’s 0.20 per cent return by 16 basis points.
All six of MV Index Solutions’ (MVIS) six investable long/short equity indices recorded positive performance in April. Each index is constructed using transparent, liquid ETFs and US Treasury securities to produce hedge fund-style returns without hedge fund pricing, opaqueness and
Politics and central bank policy took centre stage through the second quarter in the lead up, and in reaction, to the 23 June Brexit referendum, according to GAM portfolio manager Anthony Lawler (pictured). “Across asset classes, market pricing and correlations
The SS&C GlobeOp Forward Redemption Indicator for December 2016 measured 5.67 per cent, up from 4.25 per cent in November. "SS&C GlobeOp's Forward Redemption Indicator for December 2016 was 5.67 per cent, which reflects an increase from the 4.98 per
Societe Generale Prime Services reports that June was a strong month for most CTA strategies, with the SG CTA Index posting the largest monthly gain since November 2014, and 90 per cent of the constituent programs contributing positive returns. All
Four out of six of the MVIS family of investable Long/Short Equity Indices recorded negative performance in June. The month’s biggest loser was the MVIS North America Long/Short Equity Index down 0.89 per cent, followed by the MVIS Global Long/Short
Hedge funds recorded gains of 0.63 per cent in November, according to UMass Amherst’s Isenberg School of Management’s Center for International Securities and Derivatives Markets (CISDM) Flash November Equally Weighted Hedge Fund Index. This brings the year-to-date return to 5.43
Managed futures traders lost 0.44 per cent in March, according to the Barclay CTA Index compiled by BarclayHedge. Year to date, the index is down 0.75 per cent. Due to divergent trends, four of Barclay’s CTA indices recorded gains
