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Energy, Quant strategies lead HFRI to 4th calendar year decline since 1990; HFR launches HFRI Asset Weighted Indices;
Asset Weighted Equity Hedge, Relative Value Arbitrage post 2015 gains
CHICAGO, (January 8, 2016) – Hedge funds posted declines in December, led by Energy and Quantitative CTA strategies, to conclude a volatile, turbulent year in financial markets, according to data released today by HFR®, the established global leader in the indexation, analysis and research of the global hedge fund industry. The year began with major dislocations in currency markets, included steep declines for oil and energy commodities, as well as Emerging Markets, and concluded with rising geopolitical and terrorism threats as well as the first US interest rate increase in nearly a decade. Oscillating between positive and negative performance throughout the year, the HFRI Fund Weighted Composite Index® posted a decline of -0.85 percent in December, ending the year down -0.85 percent, only the fourth calendar year decline in hedge fund performance since 1990. Despite the decline, an estimated 55 percent of all hedge funds posted gains for 2015.
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