Digital Assets Report


HFR Kenneth J Heinz

Energy hedge funds surge to best gain since April 2016

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

Tom Wrobel, Societe Generale

CTA performance impacted by changing market conditions

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

Barclay CTA Index Posts 0.22 per cent Loss in February

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

Wilshire Liquid Alternative Index down 1.99 per cent in February

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

Sol Waksman

Barclay CTA Index gains 0.23 per cent in April

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


06 June, 2024 – 5:00 pm

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