Thu, Mar 28, 2024
A A A
Welcome Guest
Free Trial RSS pod
Get FREE trial access to our award winning publications
Alternative Market Briefing

Wilshire Liquid Alternative Index returns 1.09% in October (-1.37% YTD)

Tuesday, November 17, 2015

Komfie Manalo, Opalesque Asia:

Wilshire Funds Management said that the Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned 1.09% in October (-1.37% YTD).

The Wilshire Liquid Alternative Multi-Strategy Index, which includes both single and multi-manager funds, ended the month up 1.33%. Following a 10% loss over the last two months, the Wilshire 5000 Total Market Index rebounded sharply in October, posting an 8% gain. After a weaker than expected September jobs report was released at the beginning of the month, equities rallied to have their best month in six years.

The Wilshire Liquid Alternative Global Macro Index, which includes systematic, discretionary, commodity and currency funds, ended October down -0.41%, 53 basis points above the HFRX Macro/CTA Index’s -0.94% loss. "The majority of systematic CTA managers posted negative returns due to the sharp reversal in trends from previous months, while almost every discretionary manager was positive for the month," said Jason Schwarz, president of Wilshire Funds Management. "We continue to see significant dispersion in the global macro space between the best and worst performing managers, which enforces the need for skillful manager due diligence in the liquid alternatives spac......................

To view our full article Click here

Previous Opalesque Exclusives                                  
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. KKR raises $6.4bn for the largest pan-Asia infrastructure fund[more]

    Laxman Pai, Opalesque Asia: The New York-based global investment firm KKR has raised a record $6.4bn for its second Asia-focused infrastructure fund, underlining investors' continued appetite for private markets. According to a media release from the alternative assets manager, the figure top

  2. Bucking the trend, top hedge fund makes plans for a second SPAC[more]

    From Institutional Investor: SPACs aren't dead. At least not to the folks at Cormorant Asset Management. The life sciences firm, whose hedge fund topped its peers in 2023, is confident it will match the success of its first blank-check company. Last week, the life sciences and biopharma speciali

  3. Benefit Street Partners closes fifth fund on $4.7 billion[more]

    Bailey McCann, Opalesque New York: Benefit Street Partners has closed its fifth flagship direct lending vehicle, BSP Debt Fund V, with $4.7 billion of investable capital across the strategy. Benefit Street invests primarily in privately originated, floating rate, senior secured loans. The fun

  4. 4 hedge fund themes that are working in 2024[more]

    From The Street: A poor earnings report from Tesla (TSLA) has not hurt the indexes on Thursday. The decline in Tesla stock, which is losing its position in the Magnificent Seven pantheon, is more than offset by strong earnings from IBM (IBM) and ServiceNow (NOW) . In addition, the much higher-t

  5. Opalesque Exclusive: A global macro fund eyes opportunities in bonds[more]

    Bailey McCann, Opalesque New York for New Managers: Munich-based ThirdYear Capital rebounded in 2023, following a tough year for global macro. The firm's flagship ART Global Macro strategy finished the year up 1