Following a slightly challenging September period, CTAs reported negative performance in October, according to data released by Societe Generale. All CTAs entered into negative territory, both for the month and YTD, with the SG CTA Index down 2.79 per cent
The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned -2.07 per cent in October, largely underperforming the 1.04 per cent monthly return of the HFRX Global Hedge Fund Index.
Hedge Funds gave up 3.06 per cent in October according to the Barclay Hedge Fund Index compiled by BarclayHedge, versus a 6.84 per cent decrease in the S&P 500 Total Return Index. Year to date, the Barclay Hedge Fund Index
On average, Alternative UCITS funds suffered during October’s market correction with almost every strategy index showing a negative performance, according to LuxHedge’s latest market overview. The LuxHedge Global Alternative UCITS Index posted a loss of -1.67 per cent, bringing YTD
The SS&C GlobeOp Forward Redemption Indicator for November 2018 measured 3.96 per cent, down from 2.66 per cent in October. “SS&C GlobeOp’s Forward Redemption Indicator for November 2018 was 3.96 per cent, a favourable reading in view of seasonal norms and essentially
Hedge funds endured their heaviest outflows in more than five years in September despite record highs in US equity indexes and strong consumer sentiment, according to the Barclay Fund Flow Indicator. Data from more than 5,000 hedge funds in
Investors removed an estimated USD7.13 billion from the global hedge fund industry in October, pushing year-to-date (YTD) flows firmly negative at -USD10.09 billion. The October outflows follow an uninspiring year in hedge fund performance, culminating in October performance numbers that
The ongoing sell-off since the beginning of October has proved difficult to navigate for hedge funds, though there were substantial divergences across strategies, last week, according to the latest Weekly Brief from Lyxor’s Cross Asset Research team. Lyxor writes: “L/S
The European Energy Exchange (EEX) increased volumes on its power derivatives markets by 26 per cent to 349.5 TWh in November (November 2017: 276.6 TWh). This was driven partly by a threefold increase in Phelix-DE futures to a volume of
New analysis from data provider instiHub reveals that Europe’s sub-advised fund assets have outgrown those of the broader fund market by 45 per cent over the 12 months to September 2018. At the same time as the broad UCITS and
