Half of the EDHEC-Rosk Alternative Indexes achieved positive performances in September, with Short Selling ending the month as the best performing strategy (1.39 per cent), followed by Merger Arbitrage (0.83 per cent) and Fixed-Income Arbitrage (0.79 per cent). The lowest performing
The Lyxor Hedge Fund Index was slightly down by 0.3 per cent in January, with seven out of 10 Lyxor indices in positive territory, according to the latest Lyxor AII Barometer, with micro-focused strategies outperforming macro traders. Event driven delivered
All six of MV Index Solutions’ (MVIS) investable Long/Short Equity Indices, which are constructed using transparent, liquid ETFs and US Treasury securities, recorded positive performance in January. The MVIS Asia (Developed) Long/Short Equity Index led the way with a return
State Street Global Exchange’s global Investor Confidence Index (ICI) decreased to 94.2 in December, down 3.4 points from November’s revised reading of 97.6. The decline in sentiment was driven by the 6.7 point decrease in the Asian ICI to 109.1
Two of the six IndexIQ Hedge Indexes were positive in November, led by a rise of 0.97 per cent in the IQ Merger Arbitrage Index, as markets reacted strongly in the wake of the US presidential election. The IQ Hedge
Managed futures traders lost 1.24 per cent in October, according to the Barclay CTA Index compiled by BarclayHedge. The index is down 1.30 per cent year to date. Six of Barclay’s eight CTA indices had negative returns in October.
The SS&C GlobeOp Forward Redemption Indicator for November 2016 measured 4.25 per cent, up from 3.40 per cent in October. "SS&C GlobeOp's Forward Redemption Indicator decreased sharply in November 2016 to 4.25 per cent, down from 4.90 per cent a
After what was a very strong start for CTAs in 2016, October data continued to see the downward performance the industry has faced since the summer, according to Societe Generale Prime Services SG CTA Indices. All SG Managed Futures indices
Hedge funds posted mixed performance to begin the fourth quarter, as US equities weakened amid increasing uncertainty before election day, not just on the presidential-front, but also with regard to the control of Congress and state-level results. Rising market uncertainty
The monetisation of the equity risk premium through options-based strategies can enhance risk-adjusted returns relative to long-only equity benchmarks, according to a study of four CBOE strategy performance benchmark indices. The study tracked the performance of positions in Russell 2000
