All six of Market Vectors Index Solutions’ (MVIS) investable Long/Short Equity Indices produced negative returns 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 and
Following the strongest first quarter since 2008, managed futures endured a challenging second quarter of 2015, according to the latest performance data for Societe Generale Prime Services’ Newedge CTA indices. June saw CTA managers experience losses at both the beginning
Interest rate volatility is like a storm cloud building on the horizon. The US Federal Reserve has kept rates stable for nigh on a decade, but global asset managers are now preparing for their fixed income portfolios to feel the
Hedge funds lost 2.45 per cent in August, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index remains up 0.23 per cent year to date. “A surprise currency devaluation by the People’s Bank of China on August
The gross return of the SS&C GlobeOp Hedge Fund Performance Index for August 2015 measured -1.02 per cent. Hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index advanced 0.64 per cent in September. "SS&C GlobeOp's Capital Movement
All six of the indices in IndexIQ’s proprietary family of hedge fund replication and alternative beta indexes recorded negative performance in August. The month’s biggest loser was the IQ Hedge Long/Short Index which was down 3.95 per cent, followed by
The LuxHedge Global UCITS Index fell by 1.64 per cent during August, one of the worst monthly performances experienced in years. This strong decline reflects the catastrophic trend exhibited by the global markets. The equity markets massively suffered with -9.10
All six Market Vectors Index Solutions’ (MVIS) investable Long/Short Equity Indices recorded negative performance in August. Each index is constructed using transparent, liquid ETFs and US Treasury securities to produce hedge fund-style returns without hedge fund pricing, opaqueness and redemption
The Credit Suisse Liquid Alternative Beta Index (CSLAB), which aims to reflect the performance of the overall hedge fund industry, finished down 2.23 per cent in August. The Merger Arbitrage strategy was the strongest performer for the month, finished down
The Board of Global Derivatives Indices Limited (GDI), the index and product development arm of GMEX Group, has established an Index Oversight Committee in order to oversee the compilation methodology and production of indices published by GDI. The Committee has
