MACRO, CTA GAINS LEAD HFRI IN NOVEMBER

Quant CTAs post strongest month since January; Technology, Activist strategies pare 3Q losses
CHICAGO, (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 fund industry. The HFRI Fund Weighted Composite Index® gained +0.5 percent for the month (Index Value = 12,460), paring 3Q declines and lifting the Index to a YTD gain of +0.3 percent for 2015. Recent performance gains have increased total hedge fund capital to $2.92 trillion through November, narrowly below the mid-year 2015 record of $2.93 trillion.
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