The Credit Suisse Liquid Alternative Beta (LAB) Index was down 1.07 per cent in June, according to Dr Jordan Drachman, head of alternative beta strategies at Credit Suisse.
The managed futures strategy was the strongest performer for the month, finishing up 0.69 per cent in June, and up 6.15 per cent year-to-date.
The Long/Short Liquid Index was the worst performer finishing down 1.55 per cent.
