The Preqin All-Strategies Hedge Fund benchmark saw returns of 0.97 per cent in August, down from gains of 2.23 per cent in July. This takes overall industry performance in 2016 YTD to 4.67 per cent and 12-month performance to 4.86
Managed futures traders gained 0.37 per cent in July, according to the Barclay CTA Index compiled by BarclayHedge. The index is up 2.12 per cent year to date. “July’s global equity rally proved to be the major source of
The SS&C GlobeOp Forward Redemption Indicator for August 2016 measured 3.86 per cent, up from July’s figure of 2.95 per cent. The indicator is up from the 3.46 per cent figure reported a year ago for August 2015. Bill
Managed futures traders lost 1.60 per cent in August according to the Barclay CTA Index compiled by BarclayHedge. The Index is down 1.08 per cent year to date. “A global retreat from risk assets precipitated by China’s unexpected announcement of
The gross return of the SS&C GlobeOp Hedge Fund Performance Index for April 2015 measured 0.34 per cent, while hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index advanced 0.92 per cent in May. “May 2015 saw
The SciBeta Developed Low Liquidity Diversified Multi-Strategy index, with a relative return of 1.10 per cent compared to the broad cap-weighted index, was the top performing ERI Scientific Beta smart beta index in March. The SciBeta Developed High Liquidity Diversified
The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned -0.13 per cent in March. The Wilshire Liquid Alternative Multi-Strategy Index meanwhile, which includes both single and multi-manager funds, ended
Just one of IndexIQ’s family of seven proprietary hedge fund replication and alternative beta indexes finished March in positive territory. The IQ Hedge Fixed Income Arbitrage Beta Index (IQHGFIB) was the sole positive performance, but only just, with a return
Four out of six of Market Vectors Index Solutions (MVIS) investable Long/Short Equity Indices recorded negative performance in March. Each index is constructed using transparent, liquid ETFs and US Treasury securities to produce hedge fund-style returns without hedge fund pricing,
Managed futures traders were down 0.07% in February according to the Barclay CTA Index compiled by BarclayHedge. The Index remains up 3.02% year to date. “For eight of the past ten months, CTAs were able to generate returns from trends
