Following a difficult October, CTAs continued to face challenges in November, with the SG CTA Index was down 1.09 per cent and the SG Trend Index down 1.75 per cent. However, the SG Trend Indicator outperformed the Trend Index as
The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned -0.10 per cent in November, outperforming the -0.62 per cent monthly return of the HFRX Global Hedge Fund Index. The
Hedge funds dipped 2.61 per cent in December, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The loss was less significant, however, than that of the S&P 500 Total Return Index, which dropped 9.03 per cent in December.
The Eurekahedge Hedge Fund Index was down 2.36 per cent year to date as of November 2018, in contrast to the 8.45 per cent gain made in 2017, which turned out to be the best year for hedge funds and
Hedge Funds slid 0.28 per cent in November according to the Barclay Hedge Fund Index compiled by BarclayHedge, now a division of Backstop Solutions, versus a 2.04 per cent increase in the S&P 500 Total Return Index. Year to date,
The flash estimate for the Barclay CTA Index, compiled by BarclayHedge, now a division of Backstop Solutions, indicates a small profit of 0.01 per cent in November. Year to date, the Index is down 3.00 per cent. “Although the November
North American funds barely avoided dipping back into the red year-to-date in November, as the losses they suffered in October and November wiped most of the gains they made in 2018. The Eurekahedge North American Hedge Fund Index ended November
The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned -1.59 per cent in December, outperforming the -1.93 per cent monthly return of the HFRX Global Hedge Fund Index.
Following a challenging September, the Societe General CTA Index closed October at -2.41 per cent as difficult market conditions continued in October. 2019 year-to-date CTAs are still in positive territory at +5.98 per cent, helped by earlier gains from trend
The managed futures industry suffered a second straight down month in October declining 0.74 per cent, according to the Barclay CTA Index compiled by BarclayHedge, a division of Backstop Solutions. Sixty per cent of CTA funds had losses on the
