IndexIQ saw six out of seven of its hedge fund replication and alternative beta indices post a negative performance in November.
The worst performing beta index was long/short, which fell by 2.80 per cent in November.
This was followed by global macro, which was down 2.18 per cent.
The only index posting a positive performance for the month was fixed income arbitrage, which rose by 0.45 per cent.
Exploiting the volatility premium through systematic strategies
With over $2bn in AUM just two years after launch, Empureon is leveraging volatility premiums, portfolio hedging and portable alpha to…
More
Alternative Views Ahmet Peker and Daniel Lucke
In Alternative Views Hedgeweek®,goes behind closed doors with those in the know to get the latest on hedge funds. Today, we speak to Ahmet…
More
Removing human bias from an concentrated market
Mast Investments outline how systematic investment processes seek to reduce behavioural biases while identifying opportunities created by…
More
