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.
As financial markets continued their recovery and economies began to reopen from Covid-19 pandemic shutdowns, managed futures were able to capture a small profit in May, gaining 0.04 per cent according to the Barclay CTA Index, compiled by BarclayHedge, a division of Backstop Solutions.
The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned 1.54 per cent in May, outperforming the 1.44 per cent monthly return of the HFRX Global Hedge Fund Index.
As the economic toll of the novel coronavirus mounted, managed futures posted another positive month in April gaining 0.12 per cen,t according to the Barclay CTA Index, compiled by BarclayHedge, a division of Backstop Solutions.
US stocks had their best month in decades in April and hedge funds sailed to a 5.46 per cent return, according to the Barclay Hedge Fund Index compiled by BarclayHedge. By comparison, the S&P 500 Total Return Index was up 12.8 per cent in April.