Digital Assets Report

Indexes

Wilshire Jason Schwarz

Wilshire Liquid Alternative Index up 0.11 per cent in August

The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned 0.11 per cent in August, underperforming the HFRX Global Hedge Fund Index’s 0.16 per cent return by five basis points.

Investor confidence drops from 98.0 to 89.7 in August

State Street’s Global Investor Confidence Index (ICI) decreased to 89.7 in August, down 8.3 points from July’s revised reading of 98.0. The decline in sentiment was driven by a decrease in the North American ICI from 99.8 to 89.5 and

US listed options volume fell to a 14-month low in July

US listed options volume fell to a 14-month low in July as domestic stocks’ post-Brexit recovery reduced investors’ appetite for hedges, according to the July 2016 TABB Options LiquidityMatrix (OLM). Options volume in the month totalled 308.9 million contracts, 16

Sol Waksman

Barclay Hedge Fund Index up 1.99 per cent in July

Hedge funds gained 1.99 per cent in July, according to the Barclay Hedge Fund Index compiled by BarclayHedge. Year to date, the index is up 2.66 per cent.   “The confluence of post-Brexit central bank accommodation, positive Q2 earnings, and

upwards trending arrow

UCITS HFS Index bounces back in July

After a drawdown in June due to the market turmoil surrounding the Brexit vote, the UCITS HFS Index bounced back in July, reporting gains of 0.75 per cent. The broad index started the month with a positive performance of 0.32

HFR Kenneth J Heinz

LatAm hedge funds surge in Q2, says HFR

Hedge funds investing in Latin America posted strong gains through mid-2016, reversing declines in four of the past five years, including the last three years, to lead all areas of hedge fund performance through the first half of 2016. That’s

IndexIQ Adam Patti

All six IQ hedge indices up in July

All six of IndexIQ’s family of IQ hedge absolute return indices recorded a positive performance in July. The IQ Hedge Market Event Driven Index led the way with a return of 2.77 per cent for the month, followed by the

HFR Kenneth J Heinz

Hedge funds up for fifth consecutive month, says HFRI

Hedge funds posted gains for the fifth consecutive month in July, the longest positive streak since 2013, driven by equity hedge and event-driven strategies, as equity and credit markets recovered Brexit losses. The HFRI Fund Weighted Composite Index (FWC) advanced

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