The DMX – Directional Markets Index heads the list of investable Alternative Investment Indices with a return of 0.18 per cent in February.
The indices are provided by Alternative-Index and listed on the Vienna Stock Exchange.
The DMX outperformed the American equity index S&P 500 for the month to date by 2.74 per cent and the German stock index DAX 30 by 1.18 per cent.
Since the beginning of the year the outperformance of the DMX against the S&P 500 is 4.19 per cent, and 5.95 per cent against the DAX30.
The best performing sector for the DMX was the financials sector with a month-to-date attribution of 0.39 per cent.
The DMX outperformed its peer, the HFRX Systematic Diversified Index, month-to-date by 0.41 per cent (0.18 per cent versus -0.23 per cent).
The Event Driven Index and the Long/Short Equity Index both returned 0.08 per cent in February, followed by the Relative Value Index which returned 0.02 per cent. The Multi Style Index fell by 0.24 per cent and the Managed Futures Index fell by 1.14 per cent.
