HFRI Performance Notes
HFRI EXTENDS SURGE TO CONCLUDE 2020Equity, Event and Crypto gains broadened to include Quant, CTA & Energy Vaccine rollouts, clarity on US, UK politics drive investor optimism into 2021; HFRI 500 tops DJIA, FTSE 100 for 2020 CHICAGO, (January 8, 2021) – Hedge funds surged once again in December, extending strong November gains and concluding the volatile year, which had been... Read More
HEDGE FUNDS SURGE ON U.S. ELECTION RESULTS, VACCINE OPTIMISM HFRI 500 posts near-record monthly advance; Equity Hedge, Event-Driven lead broad-based strategy gains; HFR Blockchain, Cryptocurrency Index soar on Bitcoin record; Aberdeen Standard commences fundraising for new fund platform including HFRI 500 tracker fund CHICAGO, (December 7, 2020) – The HFRI 500 Index surged to its... Read More
HFRI GAINS AS EQUITIES FALL ON VIRUS LOCKDOWNS, U.S. ELECTION UNCERTAINTY Equity Hedge, Event-Driven lead as DJIA, DAX post sharp declines; HFRI 500 Commodity, Tech drive sub-strategies as rates rise CHICAGO, (November 6, 2020) – Hedge funds posted performance gains in October, navigating a hectic month of campaigning heading into the U.S. election, which was also punctuated by a sharp... Read More
HEDGE FUNDS DECLINE IN SEPTEMBER AS ELECTION, VIRUS UNCERTAINTY RISE Event-Driven strategies gain as equities fall; HFRI snaps streak of 5 consecutive months of gains CHICAGO, (October 7, 2020) – Hedge funds posted mixed declines in September as investor risk tolerance fell over uncertainty regarding additional coronavirus spreading in Europe and the US, the strength of the US economy and... Read More
HEDGE FUNDS NAVIGATE VIRUS, POLITICS IN AUGUST TO EXTEND HISTORIC FIVE-MONTH SURGEHFRI Equity Hedge gains +4.3 percent, vaults over +22 percent since March; Quant Directional, Tech, Energy, Activist lead sub-strategy gainsCHICAGO, (September 8, 2020) – Hedge funds extended the recent performance surge in August, navigating a complex and volatile environment driven by the ongoing... Read More
HEDGE FUNDS SURGE IN JULY, HFRI 500 MOVES POSITIVE YTD Energy, Tech, Activist exposures lead; HFRI Macro, Relative Value Arbitrage gain on Gold, Rates; Trend-following CTAs & Blockchain funds climb CHICAGO, (August 7, 2020) – Hedge funds surged in July to begin 2H20, with the HFRI Fund Weighted Composite Index® (FWC) posting the 2nd highest monthly gain since January 2019 and the 3rd... Read More
HFRI 500 GAINS TO CONCLUDE VOLATILE 1H20 Equity Hedge, Event-Driven lead June performance despite ongoing virus risks; 1H20 led by Technology, Currency, Healthcare exposures through pandemic; Nearly half of all hedge funds positive for 1H20 CHICAGO, (July 8, 2020) – Hedge funds advanced in June for the third consecutive month, concluding a volatile 1H20 defined by a steep 1Q... Read More
HEDGE FUNDS EXTEND GAINS IN MAY AS BUSINESS REOPENINGS ACCELERATE Equity Hedge, Event-Driven lead on surge in Growth, Activist, Special Situations; HFRI Diversity Index rises, leading global composite CHICAGO, (June 5, 2020) – Hedge funds advanced in May, extending strong April gains as the reopening of businesses accelerated throughout the month, and despite historically high unemployment... Read More
HFRI SURGES TO BEST GAIN SINCE 2009 AS MANAGERS NAVIGATE PANDEMIC VOLATILITY Equity Hedge, Event-Driven lead surge following March swoon; Volatile HFRI Energy/Basic Materials jumps over 14 percent CHICAGO, (May 7, 2020) – Hedge funds surged to the strongest monthly gain in over 10 years in April, as managers positioned for the re-opening of... Read More
MACRO HEDGE FUNDS GAIN AS GLOBAL PANDEMIC DRIVES STEEP EQUITY LOSSES HFRI 500 Relative Value also advance on long Volatility exposure; Quantitative, Trend-following CTA strategies lead through volatility; Event-Driven strategies post record monthly declines on spread widening CHICAGO, (April 7, 2020) – Macro hedge funds gained in March as the widening coronavirus pandemic drove steep... Read More
HFRI 500 RELATIVE VALUE GAINS IN FEBRUARY AS GLOBAL EQUITIES PLUNGE ON CONTAGION FEARS HFRI Convertible Arbitrage gains +1.8 for month; HFRI Fund Weighted Composite Index falls -1.7 percent, topping DJIA by 800 bps CHICAGO, (March 6, 2020) – Hedge funds posted mixed performance in February, led by fixed income-based Relative Value Arbitrage strategies, as global equities and commodities suffered... Read More
HFRI MIXED IN JANUARY AS VIRUS CONTAGION FEARS DRIVE VOLATILITY Macro, Technology lead strategy gains as equities decline into month-end;HFR Blockchain surges again CHICAGO, (February 7, 2020) – Hedge funds posted mixed performance in January, as fears of contagion related to the coronavirus drove global equity market volatility into month-end. The HFRI Fund Weighted Composite Index® posted a... Read More
HFRI SURGES TO BEST ANNUAL GAIN IN A DECADEEquity Hedge, Healthcare, Activist climb to lead December performance; Risk Parity soars to top global equities CHICAGO, (January 8, 2020) – Hedge funds advanced in December to conclude 2019 as the strongest performance year since 2009, when the markets were recovering from the Global Financial Crisis. The HFRI Fund Weighted Composite Index® (... Read More
HEALTHCARE, TECHNOLOGY LEAD HFRI GAINS INTO YEAR-ENDHFRI Equity Hedge Index on pace to eclipse 2017 gain; Risk Parity leads all strategies YTD with record surgeCHICAGO, (December 6, 2019) - Heading into year-end, hedge funds extended their run of positive performance in November with broad-based gains across all strategies, led by the high-beta exposure sub-strategies, Healthcare, Technology... Read More
HFRI EXTENDS 2019 GAINS TO BEGIN THE FOURTH QUARTERHealthcare, Quantitative Equity exposures lead in October; HFRI Activist, Fundamental Value sub-strategies lead YTDCHICAGO, (November 7, 2019) – The hedge fund industry was in positive territory to begin the fourth quarter, extending industry-wide YTD gains with strong contributions from Healthcare, Quantitative Equity, Activist and Fundamental... Read More
HFRI POSTS MIXED PERFORMANCE IN VOLATILE SEPTEMBERQuant Trend-Following CTAs reverse prior month gains as U.S. rates rise; HFRI Event-Driven, RVA, Equity Hedge advance for monthCHICAGO, (October 7, 2019) – Hedge funds posted mixed performance in the volatile month of September, as quantitative, trend-following CTAs declined, reversing August gains, on rising U.S. interest rates,... Read More
MACRO SURGE LEADS HFRI PERFORMANCE AS GLOBAL EQUITIES DECLINETrend-followers post best gain since December 2010 on negative interest rates; Fundamental HFRI Macro Discretionary surges to record gain CHICAGO, (September 9, 2019) - Macro hedge funds surged in August while the broader industry posted mixed performance as equity markets declined while the global supply of negative-yielding... Read More
MACRO HEDGE FUNDS LEAD HFRI JULY GAINSBroad-based HFRI composite extends record level; Volatility spikes again as trade wars escalate, U.S. lowers rates CHICAGO, (August 7, 2019) – Hedge funds posted gains in July, as Macro strategies led industry performance driven by the month-end spike in financial volatility on escalation in trade wars and lower U.S. interest rates. The HFRI Fund... Read More
HEDGE FUNDS GAIN ON TECH, QUANT EXPOSURES HFRI Equity, CTA/Trend-following and Activist strategies lead broad-based gains; Cryptocurrency funds surge over 82 percent for 2019CHICAGO, (July 8, 2019) – Hedge funds posted strong, broad-based gains in June, with multiple and varied drivers of performance leading advances across a wide range of strategies. The HFRI Fund Weighted Composite Index... Read More
HFRI DECLINES IN MAY AS GLOBAL EQUITIES POST STEEP LOSSES Relative Value Arbitrage mixed as US yield curve inverts; Blockchain Index surges on Cryptocurrency gains CHICAGO, (June 7, 2019) – Hedge fund performance fell in May, posting the first monthly decline for 2019, as global equities suffered steep losses amidst ongoing trade negotiations and the inversion of the US yield curve, according to... Read More
EVENT-DRIVEN LEADS HFRI PERFORMANCE AS M&A, IPOs ACCELERATE Macro also gains on quantitative, trend-following CTA's; Special Situations, Activists surge on earnings, M&A & IPOsCHICAGO, (May 7, 2019) – Hedge funds extended gains from the strongest 1Q since 2006 in April, with gains across all main strategies led by Event-Driven and Macro. The HFRI Fund Weighted Composite Index®... Read More
HFRI GAINS IN MARCH, CONCLUDES STRONGEST 1Q FOR HEDGE FUNDS SINCE 2006 Macro leads in March as quantitative, trend-following CTA's advance; Risk Parity surges on credit, equity exposures CHICAGO, (April 5, 2019) – Hedge funds advanced in March, led by Macro and CTA strategies, concluding the strongest first quarter for industry performance since 2006, according to data released today by HFR®,... Read More
HEDGE FUNDS EXTEND GAINS TO BEGIN 2019Broad-based HFRI February advance leads best start to year since 2012; Risk Premia, Risk Parity also gain across assets, stylesCHICAGO, (March 7, 2019) – Hedge funds extended strong January gains into February, leading the HFRI to the strongest start to a calendar year since 2012. The HFRI Fund Weighted Composite Index® (FWC) advanced +1.4 percent in... Read More
HFRI SURGES TO BEGIN 2019Equity Hedge, Emerging Markets lead strongest month since Sep 2010; Energy, Fundamental Value, Special Sits, and Risk Parity lead gains CHICAGO, (February 7, 2019) – Hedge funds surged in January to begin 2019, with the HFRI Fund Weighted Composite Index® (FWC) posting the strongest monthly gain since September 2010. The HFRI FWC jumped +3.5 percent for the month,... Read More
HEDGE FUNDS TOP US, GLOBAL EQUITIES FOR DECEMBER AND FULL YEAR 2018 HFRI Macro, CTA Indices post strong gains in December; Macro Asset Weighted, RVA Indices gain for 2018 as top firms lead; 93 percent of hedge funds top US equities in December CHICAGO, (January 8, 2019) – Defensive Macro hedge funds and quantitative, trend-following CTA strategies posted gains in the volatile month of... Read More
HEDGE FUNDS SHOW MIXED RECOVERY IN NOVEMBER HFRI Arbitrage, Credit Multi-Strat gains offset by Energy losses; Volatility, Merger Arbitrage, and Emerging Markets also CHICAGO, (December 7, 2018) – Hedge funds experienced a mixed recovery from October declines in the month of November, as gains across arbitrage, credit and emerging markets were offset by exposures to energy and basic materials.... Read More
HFRI FALLS IN OCTOBER AS EQUITIES SUFFER STEEP LOSSESHedge funds post worst monthly decline since 2011; Twenty-five percent of funds gained in October as dispersion widens; Defensive HFRI Macro: Currency, Risk Premia: Currency strategies advance CHICAGO, (November 7, 2018) – Hedge funds posted declines in October as global equity markets experienced steep losses led by... Read More
HFRI PERFORMANCE MIXED AS U.S. ECONOMY ACCELERATES, RATES RISE Fixed income-based Relative Value Arbitrage leads as bond yields climb; HFR Risk Premia Credit Multi, Currency Value surge; HFRI Currency advances as US Dollar extends gains; HFRI Activist falls CHICAGO, (October 5, 2018) - Hedge funds posted mixed performance for September as U.S. bonds yields increased, with strategy... Read More
MACRO FUNDS LEAD HFRI AS US DOLLAR, TECH GAINS, EMERGING MARKETS FALL HFRI Macro, CTA Indices post best returns since January; Wide dispersion for Risk Premia as Momentum, Trend gain, FX Carry fallsCHICAGO, (September 10, 2018) – Hedge funds posted gains in August as U.S. equities and the dollar expanded their respective divergence with non-U.S. assets, Emerging Markets currencies extended... Read More
HEDGE FUNDS GAIN IN JULY; BLOCKCHAIN, CREDIT RISK PREMIA INDICES SURGE Equity Hedge, Relative Value Arbitrage lead HFRI for the month; HFRI Healthcare Index leads all indices YTD, topping Nasdaq CompositeCHICAGO, (August 7, 2018) – Hedge funds posted gains in July to begin the second half of 2018, recovering the narrow decline from June, and effectively navigating a primarily... Read More
HEDGE FUND PERFORMANCE MIXED IN JUNE AS TRADE TENSIONS RISEHFRI Event-Driven, Macro Asset-Weighted gain offset by Equity Hedge decline; HFR Bank Risk Premia Rates, Currency Indices rise in 1st monthCHICAGO, (July 9, 2018) – Hedge funds posted mixed performance in June as trade tensions increased around fluid tariff negotiations and proposals, while the U.S. Federal Reserve increased... Read More
ENERGY HEDGE FUNDS SURGE TO BEST GAIN SINCE APRIL 2016 Gains accelerate across Healthcare, Infrastructure, Technology; HFRI Technology/Healthcare tops Nasdaq for 2018 CHICAGO, (June 7, 2018) – Energy hedge funds soared in May to the best monthly gain since April 2016, leading the performance of the broad-based HFRI Fund Weighted Composite Index® with strong complementary contributions from... Read More
HFRI GAINS IN APRIL ON ENERGY, INFRASTRUCTUREIndex snaps 2-month drawdown, HFRI tops declines of S&P, DJIA through April; HFR Blockchain Index surges from March swoonCHICAGO, (May 7, 2018) – Hedge funds snapped a two-month performance decline in April, led by fixed income-based Relative Value Arbitrage and Equity Hedge strategies. The broad-based HFRI and many sub-indices extended YTD... Read More
HFRI POSTS MIXED PERFORMANCE IN MARCH, GAINS FOR 1Q18 AS EQUITIES FALLActivist, Energy and RVA lead March performance; HFRI Healthcare, Technology Indices top Nasdaq for 1Q18; HFR Blockchain Index posts steep declineCHICAGO, (April 6, 2018) – Hedge funds posted mixed performance in the volatile month of March, as global equities declined on increasing trade and tariff tensions. The... Read More
HEDGE FUNDS DECLINE IN FEBRUARY AS SUB-STRATEGIES DIVERGE, GLOBAL EQUITIES FALL Trend-Following, Quantitative CTA strategies lead declines; Discretionary Currency, Asset-Backed and Technology post negatively-correlated gains CHICAGO, (March 7, 2018) - Hedge fund performance fell in February as global equities declined, ending a streak of fifteen consecutive monthly gains for the broad-based... Read More
HEDGE FUNDS SURGE IN JANUARY AS VOLATILITY BUILDS HFRI FWC sees strongest monthly gain since Dec 2010; Macro strongest since Feb 2008 CHICAGO, (February 7, 2018) – Hedge funds surged to begin 2018 as equity markets turned in the strongest January since 1997, despite equity, currency and fixed income market volatility building into month-end. The HFRI Fund Weighted Composite Index® gained +2.8... Read More
HFRI COMPLETES PERFECT 2017 WITH STRONG DECEMBER GAIN HFR Blockchain, Cryptocurrency, Risk Parity Indices surge; Event-Driven leads HFRI into 2018 as M&A, Special Situations accelerate CHICAGO, (January 8, 2018) – Hedge funds gained in December to end 2017 with positive returns in every month, the first perfect calendar year since 2003. The HFRI Fund Weighted Composite Index® climbed +... Read More
HEDGE FUNDS GAIN AS ECONOMY, M&A ACCELERATE HFRI Equity Hedge, Special Situations lead November performance; Surge in M&A creating opportunities, speculation across Media, Tech, Telecom CHICAGO, (December 7, 2017) – Hedge funds extended 2017 gains through November, driven by ongoing U.S. economic growth and significant merger and acquisition (M&A) activity, according to data... Read More
QUANT CTA STRATEGIES SURGE IN OCTOBER HFRI CTA Index posts best return since January 2015; HFRI FWC notches 12th consecutive monthly gainCHICAGO, (November 7, 2017) – Hedge funds posted strong gains in October, led by quantitative CTA strategies and complemented by equity and fixed income strategies, as the HFRI posted its twelfth consecutive positive month and the strongest return since... Read More
HFRI EXTENDS 'PERFECT 2017' THROUGH SEPTEMBER Equity strategies including Healthcare, Energy lead 11th consecutive monthly gain; Longest calendar year streak without decline since 2003 CHICAGO, (October 6, 2017) – Hedge funds posted performance gains in September to conclude the third quarter, extending a record streak of HFRI performance for the 11th consecutive month. The HFRI Fund Weighted... Read More
HEDGE FUNDS, RISK PARITY STRATEGIES TOP EQUITY MARKETS IN AUGUST Macro leads HFRI to 10th consecutive monthly advance; HFR Risk Parity Index surges in 1st month since launchCHICAGO, (September 8, 2017) – Both hedge funds and risk parity strategies gained in August despite rising tensions with North Korea and the impact of Hurricane Harvey, with Equity Hedge and Macro strategies leading... Read More
HFRI JULY: HEDGE FUNDS POST BEST PERFORMANCE SINCE JANUARY AFTER REACHING RECORD ASSET LEVEL IN JUNE HFRI Technology, Emerging Markets extend performance leadership; Macro, Quant strategies reverse declines CHICAGO, (August 7, 2017) - Last month, hedge funds posted their strongest performance since January as 2017's performance drivers – Equity Hedge, Technology, Healthcare and Emerging... Read More
HEDGE FUNDS GAIN IN JUNE TO CONCLUDE STEADY 1H17 Emerging Markets, Equity Hedge lead HFRI to 8th consecutive monthly gain; HFRI tops Nasdaq, European equities for June CHICAGO, (July 10, 2017) - Hedge funds gained in June as the US Federal Reserve raised interest rates and oil prices extended sharp declines, while equity market volatility remained near historic lows, according to data... Read More
CURRENCY, TECH STRATEGIES DRIVE HEDGE FUND GAINS IN MAY HFRI Technology Index tops S&P 500, DJIA YTD; Positioning in digital currencies, volatility trading and terrorism risk expected to increase in 2H17CHICAGO, (June 7, 2017) - Hedge funds posted the 7th consecutive month of gains in May, with contributions from Currency and Technology exposures, according to data released today by... Read More
HEDGE FUNDS ADVANCE ON POLITICAL, ECONOMIC TRENDS Event-Driven hedge funds are top-performing category, led by Activist strategies; Tech, Emerging Markets drive Equity Hedge gains CHICAGO, (May 5, 2017) – Hedge funds extended 2017 gains in April, as managers positioned for upcoming European elections and investors reacted to progress on new tax and healthcare legislation, according to data... Read More
HEDGE FUNDS GAIN TO CONCLUDE 1Q AS US EQUITIES MIXED HFRI positive in 12 of last 13 months; Equity Hedge, Relative Value Arbitrage lead as Fed raises US ratesCHICAGO, (April 7, 2017) – Hedge funds advanced again in March, concluding a first quarter that saw gains in all three months and adding to a period of extended positive performance that has seen industry returns climb for five consecutive... Read More
HEDGE FUNDS EXTEND HFRI RECORD IN FEBRUARY Equity Hedge leads HFRI to 11th gain in 12 months, third consecutive record; HFRI Healthcare, Tech top global equities YTD; Fixed Income-based Relative Value Arbitrage completes trailing year without a monthly decline CHICAGO, (March 7, 2017) – Hedge funds extended recent gains in February, as global equity markets rallied and all main strategies... Read More
EQUITY HEDGE STRATEGIES SURGE TO BEGIN 2017 Emerging Markets, Growth, Tech sub-strats lead gains as Trump takes office; HFRI Equity Hedge tops S&P 500, DJIA; HFRI FWC surpasses 13,000 milestone CHICAGO, (February 7, 2017) – Hedge funds posted strong gains to begin 2017 as Donald Trump was inaugurated as U.S. President, led by the performance of Equity Hedge strategies, the largest area... Read More
HFRI RISES TO RECORD TO CONCLUDE 2016 Event Driven leads strategies for the year through turbulent Brexit, US election; HFRI tops global equities for 2016CHICAGO, (January 9, 2017) – Hedge funds posted gains across all strategies in December to conclude 2016, with the HFRI Fund Weighted Composite Index® (FWC) rising to a record Index Value level as Oil prices surged, equities gained and US... Read More
POST-ELECTION RALLY LIFTS HEDGE FUNDS Activist, Energy surge on expectations for growth; HFRI rises to near record levelCHICAGO, (December 7, 2016) – Hedge funds advanced in November, as the surprising victory of Donald Trump in the US Presidential election drove expectations for renewed growth, infrastructure spending and reduced regulation. The HFRI Fund Weighted Composite Index® (FWC) Index... Read More
TOP MACRO HEDGE FUNDS SURGE AS U.S. ELECTION UNCERTAINTY RISES Top firms lead HFRI Asset Weighted to October advance; Quant CTA, Tech, Activist declines offset Credit, Emerging Markets gains CHICAGO, (November 7, 2016) – Hedge funds posted mixed performance to begin the fourth quarter, as U.S. equities weakened amidst increasing uncertainty before Election Day, not just on the Presidential... Read More
TECHNOLOGY, ENERGY LEAD HFRI IN SEPTEMBER Sector exposures drive 7th consecutive monthly gain; HFRI Equity Hedge tops US equities for the month, quarterCHICAGO, (October 7, 2016) – Hedge funds advanced in September to conclude a strong third quarter, driven by gains in specialized Technology, Healthcare and Energy exposures, according to data released today by HFR®, the established global... Read More
HEDGE FUNDS GAIN FOR SIXTH CONSECUTIVE MONTH AS VOLATILITY FALLS Energy, Activist strategies lead as Oil surges; HFRI tops MSCI World Index YTD CHICAGO, (September 8, 2016) – Hedge funds advanced in August, topping the mixed performance of US equities as financial market volatility and trading volume declined. Led by a resurgence in Energy/Basic Materials and Activist strategies, the HFRI Fund... Read More
EQUITY HEDGE LEADS BROAD-BASED HFRI JULY GAINFifth consecutive monthly advance driven by Technology, Activist; Emerging Markets, European funds also gain as equities recover Brexit declines CHICAGO, (August 5, 2016) – Hedge funds posted gains for the fifth consecutive month in July, the longest positive streak since 2013, driven by Equity Hedge and Event-Driven strategies, as equity and... Read More
HFRI GAINS AS STERLING FALLS ON BREXIT Macro funds surge to strongest month since 2010; Defensive, hedged positioning limits exposure in Equity Hedge, Event-DrivenCHICAGO, (July 8, 2016) – Hedge funds posted gains in June, as global financial markets experienced massive dislocations across currency, equity, fixed income and commodity markets pursuant to the result of the UK referendum on EU... Read More
EVENT-DRIVEN STRATEGIES LEAD HFRI IN MAYEnergy, Technology funds drive third consecutive monthly advance; Macro declines as CTA losses offset Discretionary gains as Fed, Brexit risks rise CHICAGO, (June 7, 2016) - Hedge funds posted gains for the third consecutive month in May, as the U.S. Dollar strengthened in anticipation of higher U.S. interest rates, as well as an increasingly... Read More
APRIL PERFORMANCE LIFTS HFRI TO 2016 GAINDistressed, Credit, Energy strategies lead broad-based advance; Funds navigate earnings volatility, Brexit unwindCHICAGO, (May 6, 2016) – Hedge funds extended March gains into April, led by strong contributions from credit sensitive and event-focused strategies, as energy commodities surged and emerging markets continued its recovery, according to... Read More
EMERGING MARKETS HEDGE FUNDS SURGE TO LEAD HFRI MARCH GAINS Strongest gain for HFRI Emerging Markets Index since May 2009; HFRI Equity, Event Driven & RVA all post sharp gains, Macro falls CHICAGO, (April 7, 2016) - Emerging Markets hedge funds posted strong gains in March, leading industry-wide gains as equity and commodity markets reversed early quarter declines to conclude... Read More
MACRO HEDGE FUNDS LEAD FEBRUARY GAINS AS HFRI TOPS EQUITY MARKETSQuantitative CTAs gain on Currency, Fixed Income exposures; Technology, Activist strategies lead declinesCHICAGO, (March 7, 2016) – Hedge funds posted gains in February, outperforming US equities for the third consecutive month, as equity, credit and energy markets traded in a wide and volatile intra-month range, according... Read More
QUANT MACRO HEDGE FUNDS SURGE IN JANUARY AS EQUITIES, OIL EXTEND DECLINESTrend-following CTAs post strong gains as volatility spikes in market selloff; Technology/Healthcare funds post worst monthly loss since 2001CHICAGO, (February 5, 2016) – Hedge funds posted mixed performance to begin 2016 as global financial markets plunged, driven by steep declines in oil and concerns regarding the... Read More
DECEMBER LOSSES MOVE HEDGE FUNDS TO DECLINE FOR 2015 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... Read More
MACRO, CTA GAINS LEAD HFRI IN NOVEMBER Quant CTAs post strongest month since January; Technology, Activist strategies pare 3Q lossesCHICAGO, (December 7, 2015) - Hedge funds extended the prior month's gains in November, driven by strong Macro and CTA performance, according to data released today by HFR®, the established global leader in the indexation, analysis and research of the global hedge... Read More
HEDGE FUNDS SURGE IN OCTOBER AS GLOBAL, EVENT EQUITIES RALLYHFRI posts best gain since February on Activists, Energy, Emerging Markets;Defensive Macro, CTA strategies detract from broad-based gainsCHICAGO, (November 6, 2015) – Hedge funds posted strong gains in October to begin the fourth quarter, according to data released today by HFR®, the established global leader in the indexation, analysis... Read More
MACRO GAINS FAIL TO OFFSET HFRI SEPT DECLINESQuant CTA & Active Trading funds gain as global equities, commodities, credit fall;HFRI YTD performance gap over equity benchmarks expands to widest since 2008CHICAGO, (October 7, 2015) - Hedge funds declined for the fourth consecutive month in September, according to data released today by HFR®, the established global leader in the indexation,... Read More
HFRI DECLINES IN AUGUST AS GLOBAL EQUITIES POST SHARP LOSSESEmerging Markets, Activist strategies lead August declines while Market Neutral, Macro narrow Index loss;HFRI tops equity benchmarks by over 400 bps for AugustCHICAGO, (September 8, 2015) - Hedge funds declined in August as global equity markets experienced sharp losses led by uncertainty over Chinese growth, falling oil prices and the... Read More
MACRO, CTA GAINS OFFSET BY CHINA, ENERGY EXPOSURES IN MIXED JULY FOR HEDGE FUNDSLarge funds outpace small, mid-sized funds for the month; Quant, Trend-following strategies pare June declinesCHICAGO, (August 7, 2015) – Macro Systematic Diversified hedge funds experienced a powerful recovery in July, reversing sharp losses from the prior month with gains across commodity, currency... Read More
HEDGE FUNDS DECLINE IN JUNE AS UNCERTAINTY RISESJune losses concentrated in quant Macro CTAs on China, Greece, Oil volatility;Equity Hedge strategies lead HFRI 1H15 outperformance of S&P 500CHICAGO, (July 8, 2015) - Hedge funds posted declines in June as Chinese equities fell sharply and uncertainty over the outcome of the Greece referendum contributed to losses in quantitative, trend-... Read More
EQUITY HEDGE LEADS HFRI MAY GAINSHedge funds top S&P 500, DJIA YTD through May;Fixed income-based Relative Value Arbitrage strategies advance as yields riseCHICAGO, (June 5, 2015) – Hedge funds posted gains for the fourth consecutive month in May, led by Equity Hedge strategies, with significant contributions from Technology, Healthcare and Fundamental Value exposures, as... Read More
HEDGE FUNDS CLIMB IN APRIL AS CHINESE, EM EQUITIES SURGEEnergy, Emerging Markets lead gains as US Dollar falls;CTAs decline on trend reversals, paring YTD gains CHICAGO, (May 7, 2015) - Hedge funds posted gains in April as regional equity and currency markets across China, Russia, Brazil and the Middle East posted sharp gains, while volume surged on the Shanghai/Hong Kong Connect program to a... Read More
TREND FOLLOWING QUANT HEDGE FUNDS LEAD HFRI MARCH, 1Q GAINSMacro Systematic CTA strategies trade directional trends in Euro, Oil;Broad-based March gains extend to Equity, Event & Relative Value strategies CHICAGO, (April 8, 2015) - Hedge funds posted gains in March to conclude a strong 1Q15, with performance driven by strong macro trends in Currency and Commodity markets, complemented by... Read More
ACTIVIST MOMENTUM BUILDS WITH STRONG FEBRUARY GAINSEvent Driven, Equity Hedge and Energy lead HFRI performance; Macro hedge funds post narrow gain despite sharp oil reversalCHICAGO, (March 6, 2015) - The dissident voice of the outspoken shareholder activist may have grown slightly louder in February, as Event Driven hedge funds led a strong month of hedge fund industry gains, with the HFRI ED:... Read More
HEDGE FUNDS BEGIN 2015 WITH GAINS AS OIL, EURO POST STEEP DECLINESDislocations in currencies, commodities drive quant CTAs strategies to best monthly gain since 2010;Relative Value Arbitrage gains as sovereign yields fall to record lows CHICAGO, (February 6, 2015) - Hedge funds posted gains in January, effectively navigating extreme macroeconomic dislocations across global... Read More
ACTIVIST, TECHNOLOGY HEDGE FUNDS LEAD GAINS TO CLOSE 2014Systematic, Quantitative Macro CTAs post 8th gain in 9 months to lead all strategies in 2014;Activists recover October drawdown to lead ED strategies for yearCHICAGO, (January 8, 2015) - Hedge funds posted gains to conclude the volatile month of December, led by contributions from CTAs, Technology and Shareholder Activist strategies, as... Read More
MACRO HEDGE FUNDS SURGE IN NOVEMBER AS OIL SLIDE ACCELERATESHFRI Macro Index posts best gain in four years, leads all strategies for 2014;Quant/CTAs gain on trends of falling Oil, US Dollar surge;Event, Market Neutral Equities post strong gains as Russia, Energy declineCHICAGO, (December 5, 2014) - Macro hedge funds and, more specifically, CTA strategies employing quantitative, trend-following... Read More
HEDGE FUNDS NAVIGATE TURMOIL TO POST OCTOBER GAINEvent Equity intra-month losses narrowed into month-end; Macro: Currency, Equity Hedge strategies gain on opportunistic tradingCHICAGO, (November 7, 2014) - Hedge funds negotiated a tumultuous environment in October, with the HFRI Fund Weighted Composite Index® posting a narrow gain of +0.09 percent for the month, as was reported today by HFR... Read More
MACRO HEDGE FUNDS SURGE WITH US DOLLAR AS EQUITIES, BONDS FALLHFRI Fund Weighted Composite declines -0.4 percent in Sept, posts gain for 3Q;Fifth gain in six months vaults Macro ahead of Equity, Event Driven strategies for 2014CHICAGO, (October 7, 2014) - Macro hedge funds posted gains for the fifth time in six months in September, topping the August gain to post their best monthly performance... Read More