Deutsche Börse has launched the HDAX Hedged USD Index, which measures the performance of the underlying HDAX while eliminating foreign currency fluctuations. The HDAX Index measures all 110 stocks listed in the DAX, MDAX and TecDAX indices, representing more than
Commodity funds on the whole, as represented by the Newedge Commodity Trading Index, suffered slightly negative performance during the month of July, posting a -0.65 per cent return compared to the 0.63 per cent return in June. The Newedge Commodity
S&P Dow Jones Indices (S&P DJI) has announced that no Russian stocks will be removed from its indices. The index provider launched a consultation on 31 July regarding Russian securities in its indices. Following the end of its client
The Credit Suisse Hedge Fund Index finished down 0.31 per cent for the month of July with five of the ten sub-strategies ending the month in negative territory. Managed futures saw the biggest decrease with a return of -1.03 per
The gross return of the SS&C GlobeOp Hedge Fund Performance Index for September 2014 measured 0.24 per cent. Hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index declined 1.01 per cent in October. "Net flows were
The Credit Suisse Liquid Alternative Beta (LAB) Index was down 1.28 per cent in July, with four of the six sub-strategies finishing the month in negative territory. The Managed Futures strategy was the strongest performer for the month, finishing up
The Morningstar MSCI Composite AW Hedge Fund Index, an asset-weighted composite of nearly 1,000 hedge funds in the Morningstar Hedge Fund database, increased 1.1 per cent in June, along with global stock and bond indices. The MSCI World Index climbed
Commodity funds, as represented by the Newedge Commodity Trading Index, were the best performers in the firm’s suite of hedge fund indices in June, finishing the month up 0.63 per cent. The Newedge Trading Index continues to build on 2014
From 6 October, the Chicago Board Options Exchange (CBOE) will begin including SPX Weeklys options series – expiring every Friday, except the third Friday of each month – in its CBOE Volatility Index (VIX Index) calculation. CBOE chief executive Edward
All seven of IndexIQ’s family of investible benchmark hedge fund replication and alternative beta indices recorded positive performance in August. The IQ Hedge Event-Driven Beta Index was the top performer for the month with a return of 2.97 per cent.
