BRI Partner’s Long/Short Equity Index (BRILSE) calculated by Wilshire Associates posted a performance of -0.03 per cent for the month of March, taking it to +3.89 per cent for the year-to-date 2017. March's performance was largely driven by exposure to value-focused
The Lyxor hedge fund index was up 0.2 per cent last week, taking it to an increase of 0.5 per cent in March and 1.1 per cent in the first quarter. Most strategies were up in Q1, with event-driven outperforming
State Street’ Global Investor Confidence Index (ICI) for March 2017 increased to 95.4, up 4.2 points from February’s revised reading of 91.2. Confidence among the European investors improved with the European ICI rising 11.9 points to 95, up from February’s
The Lyxor CTA broad index underperformed last week, down 1.6 per cent with market neutral L/S Equity funds also in the red, according to Lyxor’s latest Weekly Brief. Global macro, L/S equity and event driven strategies were resilient. Fixed
Hedge funds were up 0.83 per cent in March, according to the CISDM Equal Weighted Hedge Fund Index, produced by the UMass Amherst’s Isenberg School of Management’s Center for International Securities and Derivatives Markets (CISDM). The increases brings the CISDM
The SS&C GlobeOp Forward Redemption Indicator for March 2017 measured 3.48 per cent, up from 3.25 per cent in February. "SS&C GlobeOp's Forward Redemption Indicator for March 2017 was 3.48 per cent, sharply lower than the 4.26 per cent reported
The Lyxor Hedge Fund index was marginally down this week with weaker oil and dollar contributing to the underperformance of macro funds, according to Lyxor’s latest Hedge Fund Weekly Brief. Macro funds limited damages after building-up substantial long EM FX
Hedge fund liquidations increased in the fourth quarter even as the industry surpassed the USD3 trillion milestone, bringing the number of closed funds for 2016 to the highest level since 2008. Hedge fund liquidations increased to 275 in Q4, rising
Managed futures traders gained 0.71 per cent in February, according to the Barclay CTA Index compiled by BarclayHedge. Year to date, the index has decreased 0.02 per cent. Five of Barclay’s eight CTA indices had gains in February. The
The alternative UCITS market continued on its strong growth path in February with LuxHedge recording a net inflow of EUR5.8 billion in assets under management, representing solid growth of 1.4 per cent on a monthly basis. For the second month
