Hedge funds have successfully navigated recent choppy waters, according to the latest Weekly Brief from Lyxor’s Cross Asset Research team with the Lyxor Global Hedge Fund Index slightly down at -0.4 per cent. Strategies with the highest market beta underperformed.
The gross return of the SS&C GlobeOp Hedge Fund Performance Index for May 2020 measured 3.17 per cent.Hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index advanced 0.33 per cent in June. “SS&C GlobeOp’s Capital Movement Index for June 2020 of
Rhenman & Partners Asset Management, a Stockholm-based sector-specialist hedge fund firm, says 2020 is poised to be “a good year” for its flagship healthcare strategy, after it posted a double-digit return for the second month in a row.
Stock markets carried April’s momentum into May and hedge funds were among the beneficiaries posting a 2.71 per cent monthly return, according to the Barclay Hedge Fund Index, compiled by BarclayHedge, a division of Backstop Solutions. By comparison, the S&P 500
Short-term trend-following hedge fund strategies are maintaining their positive momentum in May, but other managed futures strategies have dipped into negative territory in recent weeks.
Investors pulled more than USD85 billion out of hedge funds during March – some 2.7 per cent of total industry assets globally – amid growing fears over the economic impact of the coronavirus pandemic, new data from BarclayHedge shows. Investor
While volatility-focused hedge funds can often experience dramatic swings in performance, the long lean periods punctuated by sporadic surges in returns, Dominicé & Co Asset Management, a Geneva-based volatility-focused manager, has seen its long-running Cassiopeia fund flourish with consistency. Dominicé,
The SS&C GlobeOp Forward Redemption Indicator for June 2018 measured 4.17 per cent, up from 3.47 per cent in May. “SS&C GlobeOp’s Forward Redemption Indicator for June 2018 was 4.17 per cent, an increase from the 3.59 per cent reported for the
As the economic toll of the novel coronavirus mounted, managed futures posted another positive month in April gaining 0.12 per cen,t according to the Barclay CTA Index, compiled by BarclayHedge, a division of Backstop Solutions. Year-to-date, CTAs gained 1.43 per cent
High-conviction long-positioned hedge fund portfolios outperformed high-conviction short portfolios during the recent market meltdown, according to new MSCI research exploring how hedge fund managers navigated Q1’s unprecedented volatility surge. The study, authored by Donald Sze, executive director, MSCI Research and
