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All six IndexIQ investable hedge fund replication indexes negative in June

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All six of IndexIQ’s proprietary family of hedge fund replication and alternative beta indexes recorded negative performance in June.

The IQ Hedge Event Driven Index was the month’s biggest loser with a return of -2.14%, followed by the IQ Hedge Global Macro Index (-1.47%), the IQ Hedge Multi-Strategy Index (-1.38%), the IQ Hedge Long/Short Index (-1.22%) and the IQ Merger Arbitrage Index (-1.05%).

The best performer for the month was the IQ Hedge Market Neutral Index with a return of -0.70%.

Designed as investable benchmarks that replicate the performance characteristics of sophisticated hedge fund strategies, the IQ Hedge indexes comprise the first family of investable benchmark indexes covering hedge fund replication/alternative beta strategies.

The IQ Hedge Indexes are increasingly being used as the basis of investment products worldwide, and as benchmarks for advisors to determine how well their actively managed hedge funds and alternative mutual funds are actually performing.

IndexIQ Indexes underlie a variety of investment products globally including ETFs, mutual funds, and institutional accounts. IndexIQ products are designed to be liquid, transparent, low cost,* and accessible to a broad range of investors, many of which are the first of their kind to be introduced to the market.

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