The Lyxor Hedge Fund index was about flat during the past week, according to the latest weekly brief from the Lyxor Cross Asset Research Team. Lyxor says that CTAs lagged with losses concentrating in their long US and Canadian bonds,
Strong institutional demand for comprehensive and robust performance benchmarks for risk parity products has prompted HFR to launched the HFR Risk Parity Indices, which are available to both investors and managers. Risk parity is a portfolio allocation strategy based on targeting
The Thomson Reuters and Singapore Exchange Singapore Fixed Income Indices (TR/SGX SFI) have been selected as the recommended fixed income benchmark by United Overseas Bank (UOB) following the discontinuation of the UOB SGS Index. Launched in 2013, the TR/SGX SFI
Thomson Reuters has launched a Diversity & Inclusion (D&I) Index, which ranks the top 100 publicly traded companies globally with the most diverse and inclusive workplaces, as measured by 24 metrics across four key categories. The categories are diversity, inclusion,
Managed futures traders gained 0.60 per cent in September according to the Barclay CTA Index compiled by BarclayHedge. The Index is down 0.67 per cent year to date. “Equities, interest rates, and commodities moved lower in September, and trend-followers
Hedge funds were down 1.43 per cent in September, the fourth consecutive monthly loss, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index is down 1.21 per cent year to date. “Investor uncertainty fueled by weak growth
The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned -1.03 per cent in September, according to Wilshire Funds Management. The Wilshire Liquid Alternative Index family is a joint offering
This June saw Hedge Fund Research broaden its suite of indices with the introduction of the HFRL® family of indices, representing the performance of liquid areas of the hedge fund industry. This adds to the existing set of HFRI, HFRX
The gross return of the SS&C GlobeOp Hedge Fund Performance Index for September 2015 measured -1.56 per cent, while edge fund flows as measured by the SS&C GlobeOp Capital Movement Index were down 1.13 per cent in October. "SS&C GlobeOp's
The LuxHedge Global UCITS Index fell by 0.85 per cent in September. This second consecutive monthly decline leads the index to a flat year-to-date performance (+0.20 per cent). The equity markets kept suffering with -5.05 per cent in Europe, -2.47
