Hedge fund losses picked up in February with the industry down 2.81 per cent for the month, according to the Barclay Hedge Fund Index compiled by BarclayHedge, a division of Backstop Solutions. By comparison, the S&P Total Return Index was
The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned -1.99 per cent in February, underperforming the -1.44 per cent monthly return of the HFRX Global Hedge Fund Index. The Wilshire
The gross return of the SS&C GlobeOp Hedge Fund Performance Index measured -0.42 per cent for February 2020.Hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index advanced 0.70 per cent in March. “SS&C GlobeOp’s Capital Movement Index showed an
The latest monthly hedge fund brief from Lyxor highlights that hedge fund performance since the end of March has been flat, according to several benchmarks. The industry has deleveraged during the market turbulence in February and March and has thus
Hedge funds registered their strongest outperformance relative to underlying markets since February 2009, outperforming the MSCI AC World Index IMI (Local) by 6.18 per cent in February. Long Volatility/Tail Risk hedge funds led the performance tables and have outshined most
Merger arbitrage is proving the most resilient hedge fund strategy amid the continued global volatility sparked by the coronavirus outbreak, according to Lyxor Asset Management. Merger arb strategies were down just 0.4 per cent since the 18 February equity peak,
Hedge funds posted mixed performance in February, led by fixed income-based Relative Value Arbitrage strategies, as global equities and commodities suffered steep declines on spreading coronavirus contagion fears. The investable HFRI 500 Relative Value Index gained +0.8 per cent for the
EEX has reported significant increases across its markets in February with the power spot market up by 15 per cent to 53.7 TWh. This was largely driven by the solid performance on the Intraday market which grew by 44 per
LRI Invest, an investment services company and subsidiary of Apex Group Ltd, is marking the three-year anniversary of the UCITS umbrella DIAMOND I SICAV, part of the TAO Alternatives strategy. The umbrella will complete its three-year live track record on 31
Hedge fund performance during the first half of May was fuelled by CTAs and L/S Equity strategies, while Event-Driven continued to underperform, according to the Latest Weekly Brief from Lyxor’s Cross Asset Research team. On the Lyxor platform, Merger Arbitrage
