Emerging markets lead hedge fund replication indexes

Emerging markets lead hedge fund replication indexes

The IQ Hedge Emerging Markets Beta Index was IndexIQ’s strongest performing hedge fund replication index in 2009, finishing the year up 42.96 per cent.

The next best performing index was the IQ Hedge Composite Beta Index, which was up 19.25 per cent at the end of 2009.

IndexIQ’s Hedge Event-Driven Beta Index was up 17.93 per cent, the Hedge Fixed Income Arbitrage Beta Index was up 17.00 per cent and the Hedge Long/Short Beta Index was up 15.80 per cent.

The index recording the lowest return was the IQ Hedge Market Neutral Beta Index, which rose 11.14 per cent.

“IndexIQ’s hedge fund replication indexes are designed to deliver the performance characteristics of the most widespread hedge fund investment strategies,” says Adam Patti, chief executive officer at IndexIQ. “We are very pleased with the returns since inception in 2007, and the returns during 2009 - a highly volatile period for global markets - illustrate the power and utility of hedge fund replication.”

IndexIQ launched the IQ Hedge Index family in 2007 as the world’s first family of hedge fund replication indexes, covering the largest hedge fund investment strategies by assets.

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