The Gap Between the Best and Worst Hedge Funds Just Got Wider
The dispersion of HFR’s hedge funds increased by 6.2 percentage points in September.
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The dispersion of HFR’s hedge funds increased by 6.2 percentage points in September.
HFRI 500 Macro surge accelerates as US dollar extends historic gain; Quant, trend-following and currency lead as British Pound posts steep decline in September 2022
Macro hedge funds led industry-wide gains in February, extending the strong start to 2022 by again posting negatively-correlated gains as financial market volatility surged across equity, fixed income, commodity, and currency markets as Russia invaded Ukraine.
<p><span>Macro hedge funds led industry-wide gains in February, extending the strong start to 2022 by again posting negatively-correlated gains as financial market volatility surged across equity, fixed income, commodity, and currency markets as Russia invaded Ukraine. The HFRI 500 Macro Index surged +2.9 percent in February, extending the 2022 gain to +4.75 percent, with strong contributions from Commodity, Fundamental Discretionary and Quantitative, trend-following strategies. The investable HFRI 500 Fund Weighted Composite Index advanced +1.2 percent for the month, topping the d...
Macro hedge funds led industry-wide gains in February, extending the strong start to 2022 by again posting negatively-correlated gains as financial market volatility surged across equity, fixed income, commodity, and currency markets as Russia invaded Ukraine.