The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned -0.27 per cent in August, underperforming the 0.38 per cent monthly return of the HFRX Global Hedge Fund Index. The
Assets tracking Scientific Beta’s smart beta indices reached USD48 billion at 30 June, 2019, an increase of USD14 billion or 40 per cent year-on-year growth. Noël Amenc, CEO of Scientific Beta, says: “In a challenging market environment for factor strategies, we
Markov Processes International (MPI) has launched a hedge fund index business line that will aim to provide investors with improved benchmarks for measuring hedge fund performance. MPI recently partnered with BarclayHedge to create the MPI Barclay Elite Systematic Traders Index
Following a strong start to the year, February has been challenging for CTAs, with all Societe Generale CTA Indices finishing the month in negative territory. The Short-Term Traders Index was down 4.29 per cent but remains positive YTD, up 1.19
The State Street Global Investor Confidence Index decreased to 75.9 in August, down 8.7 points from July’s revised reading of 84.6. Investor confidence across all regions weakened, with the North American ICI decreasing from 80.3 to 72.5, the European ICI
Hedge fund performance fell in February as global equities declined, ending a streak of fifteen consecutive monthly gains for the broad-based HFRI Fund Weighted Composite Index. The HFRI FWC declined 1.8 per cent for the month, led by losses in
Following a slight dip in May, CTAs bounced back last month, with all of Societe Generale’s SG CTA indices reporting positive performance. The SG CTA Index was up +2.45 per cent and built on earlier positive returns to +4.72% YTD. Trend
The Eurekahedge Hedge Fund Index was up 0.62 per cent in July, bringing its year-to-date return to 6.48 per cent. Roughly 30.8 per cent of hedge fund managers in the index have recorded double-digit gains over the first seven months
Hedge funds started 2018 up 2.20 per cent in January with managers reporting performance-based gains of USD20.3 billion while investor subscriptions stood at USD21.7 billion at the start of the year, according to the February 2018 Eurekahedge Report. In annual
Managed futures were unable to maintain momentum in May as the battering equity markets and oil prices took from trade wars and tariffs contributed to CTA funds dropping 0.19 per cent, according to the Barclay CTA Index compiled by BarclayHedge,
