The gross return of the SS&C GlobeOp Hedge Fund Performance Index for October 2020 measured -0.11 per cent.

Half of the EDHEC-Rosk Alternative Indexes achieved positive performances in September, with Short Selling ending the month as the best performing strategy (1.39 per cent), followed by Merger Arbitrage (0.83 per cent) and Fixed-Income Arbitrage (0.79 per cent). 

The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned -0.73 per cent in September, underperforming the -0.17 per cent monthly return of the HFRX Global Hedge Fund Index. 

The gross return of the SS&C GlobeOp Hedge Fund Performance Index for September 2020 measured 0.75 per cent.

The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned 1.13 per cent in August, underperforming the 1.54 per cent monthly return of the HFRX Global Hedge Fund Index. 

Hedge funds continued their strong performance in July, with the Preqin All-Strategies Hedge Fund benchmark gaining 3.29 per cent, compared to June’s +2.53 per cent. 

Managed futures funds were profitable in July as the CTA industry realised a 1.63 per cent monthly gain, according to the Barclay CTA Index, compiled by BarclayHedge, a division of Backstop Solutions. 

The gross return of the SS&C GlobeOp Hedge Fund Performance Index for July 2020 measured 1.82 per cent.

Eleven out of 13 hedge fund strategies covered by the EDHEC-Risk Alternative Indexes delivered positive returns in June. The two exceptions were CTA Global and Short Selling. 

The gross return of the SS&C GlobeOp Hedge Fund Performance Index for June 2020 measured 2.51 per cent.