The Lyxor L/S Equity strategy outperformed this week, mostly from beta, according to the latest Weekly Brief from the firm’s Cross Asset Research team. L/S Equity returns were homogeneously red in December, and green in January. Yet, a number of
The hedge fund industry was in positive territory to begin the fourth quarter, extending industry-wide YTD gains with strong contributions from Healthcare, Quantitative Equity, Activist and Fundamental Value funds, according to data released today by HFR. The HFRI Fund Weighted
Following a challenging September, the Societe General CTA Index closed October at -2.41 per cent as difficult market conditions continued in October. 2019 year-to-date CTAs are still in positive territory at +5.98 per cent, helped by earlier gains from trend
The global hedge fund industry saw an average return of +0.55 per cent in October, bringing year to data (YTD) average industry returns to +7.09 per cent, according to the October 2019 eVestment hedge fund performance data. Managed Futures funds,
The managed futures industry suffered a second straight down month in October declining 0.74 per cent, according to the Barclay CTA Index compiled by BarclayHedge, a division of Backstop Solutions. Sixty per cent of CTA funds had losses on the
The Eurekahedge Hedge Fund Index was up 0.31 per cent in October, bringing its year-to-date return to 6.27 per cent. Roughly 30.1 per cent of the hedge fund managers comprising the index have recorded double-digit gains over the first 10
Emerging Markets hedge funds extended industry-leading performance through October, with not only Chinese- but also Russia-focused hedge funds driving performance gains, as reported in the HFR Asian Hedge Fund Industry Report and the HFR Emerging Markets Hedge Fund Industry Report
Alternative Risk Premia (ARP) funds – a newer breed of ‘hedge fund alternatives’ – passed their first test during the market correction in the fourth quarter of 2018 by outperforming other comparable major asset classes. That’s according to research from
Following two challenging months, all SG CTA indices were back in positive territory in November with the SG CTA Index closing the month at +0.87 per cent as 14 out of 20 constituents were positive and cemented their gains YTD,
Heading into year-end, hedge funds extended their run of positive performance in November with broad-based gains across all strategies, led by the high-beta exposure sub-strategies, Healthcare, Technology, and Fundamental Value. The HFRI Fund Weighted Composite Index gained +1.2 per cent
