One year after launch, RAM Active Investments reports that its Long/Short Global Equities strategy has more than USD370 million of assets under management, and has generated an annual return of 4.6 per cent net of fees with volatility of 3.8 per cent. The
Hedge fund returns were mainly beta-driven last week, with equity markets on the rise across all regions, according to the latest Weekly Brief from Lyxor’s Cross-asset Research team. As a result, L/S Equity and to some extent Special Situations funds
The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned -0.27 per cent in August, underperforming the 0.38 per cent monthly return of the HFRX Global Hedge Fund Index. The
Aggregate monthly performance for the hedge fund industry slipped into the red in August at -0.31 per cent, the second negative month the industry has seen this year (May was the first), according to the just-released eVestment August 2019 hedge
Assets tracking Scientific Beta’s smart beta indices reached USD48 billion at 30 June, 2019, an increase of USD14 billion or 40 per cent year-on-year growth. Noël Amenc, CEO of Scientific Beta, says: “In a challenging market environment for factor strategies, we
Following a strong July, CTAs reported positive performance again in August. The SG CTA Index was up +3.45 per cent, adding to gains of over +10 per cent YTD, which would put them on track for their best year since
The hedge fund industry overall had a negative month for returns in February losing 2.01 per cent, according to eVestment’s latest Hedge Fund Performance report, with managed futures funds producing their largest monthly loss in over 20 years, down 7.03
The European Energy Exchange (EEX) increased its volume on the power derivatives market by 4 per cent in August to 282.2 TWh compared to the previous year (August 2018: 271.3 TWh). The Dutch power market recorded the largest growth rate
Hedge fund managers ended July 2019 up 0.53 per cent on an equal-weighted basis, and 0.70 per cent on an asset-weighted basis, according to data released by Eurekahedge. Investor optimism towards the resumption of the US-China trade talks combined with
Following a strong start to the year, February has been challenging for CTAs, with all Societe Generale CTA Indices finishing the month in negative territory. The Short-Term Traders Index was down 4.29 per cent but remains positive YTD, up 1.19
