The gross return of the SS&C GlobeOp Hedge Fund Performance Index for July 2017 measured 1.24 per cent. Hedge fund flows meanwhile, as measured by the SS&C GlobeOp Capital Movement Index, advance 0.25 per cent in August. “SS&C GlobeOp’s Capital
Managed futures traders gained 0.64 per cent in July according to the Barclay CTA Index compiled by BarclayHedge. The index is down 1.04 per cent for the year. The BTOP50 Index, which tracks 20 of the largest CTAs, showed a
BRI Partners has launched the BRI Quality Small Cap Index (BRIQSC), Powered by Wilshire. Created and owned by BRI Partners, LLC (BRI), with Wilshire retained as index consultant and calculation agent, this unique index provides a first of its kind
Following a frustrating period in June, three of the Societe Generale’s CTA indices posted positive performance in Jul, with the SG CTA index was up 0.73 per cent, but still down year to date at -2.74 per cent, the SG
By Don A Steinbrugge, Agecroft Partners – Although hedge fund indices can be a very useful tool, indices can also create confusion if their construction and composition are not well understood. Take for example hedge fund industry performance: what does
All bar one of MV Index Solutions’s (MVIS) seven investable Long/Short Equity Indices recorded positive performance in September. Each index is constructed using transparent, liquid ETFs and US Treasury securities to produce hedge fund-style returns without hedge fund pricing, opaqueness
Two new European indices for blue chips – the Morningstar Eurozone 50 Index and Morningstar Developed Markets Europe 100 Index – are now live on Euronext. The indices developed by Euronext and Morningstar aim to provide different investor profiles (asset
JP Morgan has launched a new agency pass-through securities index, the JP Morgan MBS Agency Index (MAX) which is designed to act as an efficient and in-depth measure of the US MBS market’s largest and most traded fixed-rate agency programs.
TAB has launched the global Crowdfunding and Marketplace Finance Index (CAMFI), marking the start of detailed quantitative tracking of this emerging asset class. TAB partnered with AIF at Zhejiang University, Hangzhou Linghao Science and Technology Co Ltd and BBD UK to launch the new
The sharp outperformance of technology stocks, which represent 23 per cent of the the S&P 500 currently, lifted the index to new records last week, according to the latest weekly brief by Lyxor’s Cross Asset Research team. In turn, the
