Hedge fund managers ended May in the green, with the Eurekahedge Hedge Fund Index up 0.18 per cent over the month, trailing behind the 0.84 per cent gain posted by the MSCI AC World Index over the same period.
Energy hedge funds soared in May to the best monthly gain since April 2016, leading the performance of the broad-based HFRI Fund Weighted Composite Index, with strong complementary contributions from Healthcare, Energy Infrastructure, and Technology exposures. The HFRI EH: Energy/Basic
Following a marginal uptick in April, Societe Generale Prime Services’ SG CTA Index moved into negative territory in May, down 2.41 per cent for the month, despite being up mid-month. Trend followers were the main drivers of losses in the
The managed futures industry reversed course in February, turning from January’s gains into negative monthly territory losing 0.22 per cent, according to the Barclay CTA Index compiled by BarclayHedge, a division of Backstop Solutions. CTAs remain in the black for the
The Eurekahedge Hedge Fund Index registered its strongest outperformance relative to underlying markets since February 2009, outperforming the MSCI AC World Index by 6.11 per cent in February. Long volatility and tail risk hedge funds led the performance tables in
Hedge funds focused on the Middle East and Russia/Eastern Europe led Emerging Markets (EM) hedge fund performance through early 2018, as the US Dollar strengthened and the US Federal Reserve continued increasing interest rates. The HFRI Emerging Markets (Total)
Hedge fund losses picked up in February with the industry down 2.81 per cent for the month, according to the Barclay Hedge Fund Index compiled by BarclayHedge, a division of Backstop Solutions. By comparison, the S&P Total Return Index was
The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned -1.99 per cent in February, underperforming the -1.44 per cent monthly return of the HFRX Global Hedge Fund Index. The Wilshire
The gross return of the SS&C GlobeOp Hedge Fund Performance Index measured -0.42 per cent for February 2020.Hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index advanced 0.70 per cent in March. “SS&C GlobeOp’s Capital Movement Index showed an
The flash estimate for the Barclay CTA Index, compiled by BarclayHedge, indicates a 0.23 per cent gain in April. Year to date, the Index is down 1.42 per cent. “New US sanctions targeting Russian oligarchs pushed aluminium prices to six-year
