Wilshire Associates has launched two indices designed to provide insight into liquid alternatives. The Wilshire Liquid Alternative Index aims to deliver a precise, broad market measure for the performance of diversified liquid alternative investment strategies that are implemented in mutual
Despite a benign start to the month and low market volumes, risk assets sold off notably in the final days of July as investors reduced risk in equities, credit and bonds, according to GAM. Those reversals resulted in broadly negative
September saw the Newedge managed futures indices continue their positive momentum seen in August, with positive returns posted across the board for the second month in a row. The strong post-summer period for CTAs means that the Newedge indices remain
All seven of IndexIQ’s proprietary family of hedge fund replication and alternative beta indices were negative in July. The IQ Hedge Long/Short Beta Index was the worst performer with a return of -1.51 per cent followed by the IQ Hedge
Just one of the Market Vectors Index Solutions (MVIS) six investable long/short equity indices – the MV Asia (Developed) Long/Short Equity Index – produced a positive return in July. The MV Asia (Developed) Long/Short Equity Index rose by 1.33 per
The SciBeta Developed Multi-Beta Multi-Strategy EW index and the SciBeta Developed Multi-Beta Multi-Strategy ERC index posted negative relative returns in September of -0.65 per cent and -0.68 per cent, respectively, compared to cap-weighted indices. However, year-to-date the relative performance of
The hedge fund industry took in USD18.4 billion (0.8 per cent of assets) in August, the highest inflow in three months and a strong rebound from redemptions of USD750 million in July, according to data from TrimTabs and BarclayHedge. “Hedge
S&P Dow Jones Indices (S&P DJI) is initiating a consultation on Russian securities in its indices. The US Treasury is placing sanctions on select Russian securities and individuals. Members of the European Community are also taking similar actions. While
September proved a challenging month for many investors as equities, bonds and credit sold off. The MSCI World index was down 2.7 per cent, while the Barclays Global Aggregate Bond index lost 2.8 per cent, according to GAM. Global
All six of the Market Vectors Index Solutions (MVIS) investable long/short equity indices returned negative performance in September. Market Vectors Emerging Markets Long/Short Equity Index was the worst performer with a return of -2.80 per cent. This was followed
