HFRI-I LIQUID ALTERNATIVE UCITS INDICES: AUGUST 2026 PERFORMANCE NOTES
In August, global financial markets posted mixed performance amid elevated volatility. Most equity indices advanced for the month despite late-month weakness driven by rising bond yields, economic data showing persistent inflation, and renewed focus by the U.S. Federal Reserve on achieving its stated inflation target. Global equity markets gained, with strong early-month performance partially pared into month-end as investors positioned for higher interest rates and rising geopolitical risk associated with the ongoing Iran military conflict. U.S. interest rates rose sharply into month-end, led by shorter-duration maturities, while the U.S. dollar was mixed against most major currencies. Commodities also advanced, with gains in Gold and Oil, while agricultural commodities posted a sharp increase.
The HFRI-I Liquid Alternative UCITS Index posted a gain of +1.14% in August.
- HFRI-I Macro Index gained +2.15%
- HFRI-I Equity Hedge Index gained +1.30%
- HFRI-I Event Driven Index gained +0.60%
- HFRI-I Relative Value Index gained +0.22%
Comments reference performance as of August 31, 2026