Digital Assets Report

Indexes

Barclay CTA Index Dips 0.02 per cent in January

CTAs were unable to extend their two-month winning streak into the New Year as January performance dipped 0.02 per cent for the month according to the Barclay CTA Index compiled by BarclayHedge, a division of Backstop Solutions. “Although equity prices

Wilshire Liquid Alternative Index down 0.73 per cent in September

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 Wilshire

Wilshire Liquid Alternative Index returns 1.54 per cent in May

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. The Wilshire

Tom Wrobel, Societe Generale

CTAs show uplift in June

After a performance dip in May, June has been a positive month for CTAs, according to June 2018 performance data for Societe Generale’s SG CTA indices. The SG CTA Index gained 0.55 per cent. Trend followers performed even better and

CTAs up 0.44 per cent in May

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

flat graph

Hedge funds navigate market turmoil well, says Lyxor

Hedge funds have successfully navigated recent choppy waters, according to the latest Weekly Brief from Lyxor’s Cross Asset Research team with the Lyxor Global Hedge Fund Index slightly down at -0.4 per cent. Strategies with the highest market beta underperformed.

Barclay CTA Index up again in April

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. Year-to-date, CTAs gained 1.43 per cent

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