Saturday, 23 August 2014
Last updated 12 hours ago
Dec 6 2011 | 11:26am ET
Hedge funds took a dive in November, according to one set of industry replication indices.
IndexIQ's IQ Hedge Composite Beta Index lost 1.43% last month, more than most hedge fund indices that have reported their November numbers. On the other hand, the replicator is down much less than many of those indices year-to-date with just a 2.15% decline in 2011.
All six of the strategies tracked by IndexIQ's beta suite were in the red. Emerging markets lost 3.34% (down 11.1% YTD), fixed-income arbitrage lost 1.48% (down 1.66% YTD), global macro lost 1.25% (up 6.54% YTD) and long/short lost 1.08% (down 3.55% YTD).
The Event-Driven Beta Index fell 0.95% on the month (down 1.71% YTD) and the market neutral index 0.51% (down 1.3% YTD).
Aug 4 2014 | 7:42am ET
By now, U.S. and international subscribers have received their home or office delivery of the special 500th issue of Futures magazine. You can too!—a very special offer follows. The issue is the largest in years—filled with the best trading strategies and stories from 43 years of being the primary publication for commodity, stock, options and forex traders. Read more…
The July/August 2014 issue is our largest in years—filled with the best trading strategies and stories from 43 years of being the primary publication for commodity, stock, options and forex traders.
The Alpha Pages Editor's Note