Digital Assets Report

Indexes

Up arrow

IHS Markit’s iBoxx TRS sees record volumes

iBoxx TRS notional volumes hit a new all-time high of USD23.9 billion in June, surpassing the previous record high of USD19.3 billion set in March, and nearly three-times the volumes recorded in June 2015.  Increases in iBoxx TRS volumes on

Sol Waksman

Barclay Hedge Fund Index down 0.64 per cent in March

Hedge Funds lost 0.64 per cent in March according to the Barclay Hedge Fund Index compiled by BarclayHedge, versus a 2.54 per cent decline in the S&P 500 Total Return Index. Year to date, the Barclay Index is down 0.07 per cent,

Picture of a downward graph

Alternative UCITS performance down 0.69 per cent in Q1

In line with the broader hedge fund market, the average Alternative UCITS fund showed negative performance in Q1. The LuxHedge Global Alternative UCITS index declined by 0.56 per cent in March, bringing 2018 YTD to -0.69 per cent. Most Alternative

Up arrow

Hedge funds up 0.17 per cent in August, says Eurekahedge

The Eurekahedge Hedge Fund Index was up 0.17 per cent in August, bringing its year-to-date return to 6.58 per cent. Roughly 32.6 per cent of the hedge fund managers comprising the index have recorded double-digit gains over the first eight

Wilshire Jason Schwarz

Wilshire Liquid Alternative Index down 0.40 per cent in March

The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned 0.40 per cent in March, and -0.99 per cent for the first quarter in 2018. Both returns underperformed the -0.98

SSandC Globe Op Bill Stone

SS&C GlobeOp Hedge Fund Performance Index down 0.09 per cent in March

The gross return of the SS&C GlobeOp Hedge Fund Performance Index for March 2018 measured -0.09 per cent. Hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index, meanwhile, declined 1.40 per cent in April. “SS&C GlobeOps’ Capital Movement Index for April

Tom Wrobel, Societe Generale

CTA performance mixed in March but remains in negative territory

Following a bright start to the year in January and challenging February, all CTA indices finished slightly in negative territory for March, according to the latest performance data for Societe Generale Prime Services’s SG CTA indices. Overall, performance was mixed,

Sol Waksman

Barclay CTA Index slips 0.34 per cent in March

The flash estimate for the Barclay CTA Index, compiled by BarclayHedge, indicates a 0.34 per cent loss in March. Year to date, the Index is down 1.71 per cent. “Concerns of a US/China trade war and a data hacking scandal

Ken Froot

Investor confidence up by 4.8 points in March to 111.9

The State Street Global Investor Confidence Index increased to 111.9, up 4.8 points from February’s revised reading of 107.1. Investors across all regions expressed an improved appetite for risk, with the North American ICI rising by 5.8 points to 109.8,

Events

10 October, 2024 – 5:00 pm

Directory Listings