The gross return of the SS&C GlobeOp Hedge Fund Performance Index for February 2019 measured 1.24 per cent. Hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index advanced 0.21 per cent in March. “SS&C GlobeOp’s Capital Movement Index
Hedge fund redemptions slowed from their December pace in January, but persisted for a fifth straight month, driven by a fourth-quarter stock market plunge and investor concerns over global trade disputes and a possible global economic slowdown. January’s hedge fund
The Eurekahedge Hedge Fund Index gained 0.89 per cent in February, bringing its year-to-date return to 3.26 per cent, according to the March 2019 Eurekahedge Report. The risk-on sentiment among investors driven by the Fed’s patient stance and optimism over
Hedge funds extended their winning streak to a second month with a February return of 1.24 per cent, according to the Barclay Hedge Fund Index compiled by BarclayHedge. By comparison, the S&P 500 Total Return Index rose 3.21 per cent
Hedge fund strategies that suffered in December rebounded last month (L/S Equity, Relative Value Arbitrage), while those resilient at the end of 2018 (CTAs) lagged behind, according to the latest Weekly Brief from Lyxor’s Cross Asset Research team. Looking at
Alteralia Debt Fund FIL, a hedge fund investing in private debt, has topped the rankings for its category in 2018, according to data from the Spanish Association of Investment and Pension Funds (Inverco). With an annual return of 6.43 per
The performance of broad hedge fund indices signal a sharp rebound of Special Situation strategies in January (+6.3 per cent), followed by L/S Equity strategies (+5.5 per cent), according to the latest Weekly Brief from Lyxor’s Cross Asset Research team.
Halfway through 2018, and hedge funds are producing very mixed results with just over half of reporting strategies positive for the year, according to the June 2018 eVestment Hedge Fund Performance Report. Those funds that are positive are up an
Hedge fund investors seemed pretty happy overall with hedge fund performance during Q1 2018, as managers took advantage of the increased market volatility, and the opportunities that created, for many to outperform. Performance became more difficult overall during Q2 and
Low beta strategies outperformed in the hedge fund space last week. Merger arbitrage, which structurally has a low beta versus equity markets, was the sole strategy in positive territory, according to the latest Weekly Brief from Lyxor’s Cross Asset Research
