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Hedge funds up 2.18 per cent in Jan, says Preqin

Fri, 16/02/2018 - 09:06

The Preqin All-Strategies Hedge Fund benchmark generated 2.18 per cent in January. This is the strongest start to a calendar year since 2013 (+3.49 per cent) and the highest return in a single calendar month since July 2016 (+2.24 per cent). »

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LuxHedge reports large inflows and strong January performance for alternative UCITS

Thu, 15/02/2018 - 19:17

In line with the broader hedge fund market, Alternative UCITS funds profited from the rising volatility in fixed income and equity markets towards the end of the month. The LuxHedge Global Alternative UCITS index advanced with +0.93 per cent, the largest monthly gain since October of 2015.  »

Sol Waksman, BarclayHedge

Barclay CTA Index up 2.61 per cent in January

Thu, 15/02/2018 - 18:17

The flash estimate for the Barclay CTA Index, compiled by BarclayHedge, indicates a 2.61 per cent gain in January. All of Barclay’s CTA indices enjoyed a positive return in January. »

Tom Wrobel, Societe Generale

CTAs start 2018 with positive performance

Thu, 15/02/2018 - 08:59

All Societe Generale CTA indices posted positive performance in January. In fact, this has been the best start to a year since 2016, with 80 per cent of the CTA index constituents in positive territory. The strong performance has been led by trend followers. »

Kenneth Heinz, HFR

HFRI China Index dominates Shanghai Composite

Wed, 14/02/2018 - 10:29

Asian hedge funds posted strong gains in 2017, with the HFRI China Index topping the Shanghai Composite Index by the widest margin in a calendar year since Index inception in 2008, according to the latest HFR Asian Hedge Fund Industry Report. »

Jason Schwarz, Wilshire

Wilshire Liquid Alternative Index up 1.59 per cent in January

Wed, 14/02/2018 - 08:55

The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned 1.59 per cent in January, underperforming the 2.45 per cent monthly return of the HFRX Global Hedge Fund Index. »

Sol Waksman, BarclayHedge

Barclay Hedge Fund Index gains 2.11 per cent in January

Tue, 13/02/2018 - 18:54

Hedge Funds gained 2.11 per cent in January according to the Barclay Hedge Fund Index compiled by BarclayHedge. »

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Tail risk returns as short-volatility hedge funds post biggest loss since August 2015

Tue, 13/02/2018 - 10:40

Hedge funds were off to a good start in the first month of 2018, with the Eurekahedge Hedge Fund Index up 2.26 per cent in January. Among volatility-focused hedge funds though, short volatility hedge funds posted the worst performance in January 2018, down 3.30 per cent, their biggest loss since August 2015. »

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Lyxor CTA Index down 3.9 per cent last week

Tue, 13/02/2018 - 09:21

The Lyxor CTA index underperformed last week, losing 3.9 per cent, according to the latest Weekly Brief from Lyxor’s Cross Asset Research team. But several managers had already started to cut leverage ahead of last week’s market turmoil and managed to limit losses. »

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Lyxor HFI loses ground

Tue, 06/02/2018 - 08:18

The Lyxor HFI receded this week, mainly due to CTAs and Global Macro funds, according to the latest Weekly Brief from Lyxor’s Cross Asset Research team. They were dragged by their long in equities and energy, though their losses were mitigated by other buckets. »


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