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IndexIQ family of investable hedge fund replication indices all negative in August

All seven of IndexIQ’s proprietary family of hedge fund replication and alternative beta indices produced negative returns in August.

 
The IQ Hedge Emerging Markets Beta Index was the worst performer with a return of -1.90 per cent followed by the IQ Hedge Event-Driven Beta Index (-1.20 per cent), the IQ Hedge Composite Beta Index (-0.94 per cent), and the IQ Hedge Global Macro Beta Index (-0.79 per cent).
 
The IQ Hedge Fixed Income Arbitrage Beta Index recorded the smallest decline at -0.47 per cent, with the IQ Hedge Long/Short Beta Index and the IQ Hedge Market Neutral Beta Index returning -0.63 per cent and -0.67 per cent respectively.
 
Designed as investable benchmarks that replicate the performance characteristics of sophisticated hedge fund strategies, the IQ Hedge benchmark indices were originally introduced on 30 March 2007 and have been calculating live since that date. IQ Hedge is the first family of investable benchmark indices covering hedge fund replication/alternative beta strategies.


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