Wed, Feb 21, 2018
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Scotiabank Canadian Hedge Fund Index Asset Weighted up 1.07% in August, (-0.95% YTD)

Friday, September 27, 2013
Opalesque Industry Update - The Scotiabank Canadian Hedge Fund Index ended August 2013 up 1.07% on an asset weighted basis (-0.95% YTD) and rose 0.79% on an equal weighted basis (0.26% YTD).

The aim of the Scotiabank Canadian Hedge Fund Index is to provide a comprehensive overview of the Canadian Hedge Fund universe. To achieve this, index returns are calculated using both an equal weighting and an asset-based weighting of the funds. The index includes both open and closed funds with a minimum AUM of C$15 million and at least a 12 month track record of returns, managed by Canadian-domiciled hedge fund managers.

Month End Aug 2013

 

Value

Return 
MOM

Return 
YTD

Annualized 
Return*

Annualized 
Standard 
Deviation**

 

 

Scotiabank Canadian Hedge Fund Index Asset Weighted

1854.87

1.07%

-0.95%

7.39%

11.56%

 

 

Scotiabank Canadian Hedge Fund Index Equal Weighted

1418.63

0.79%

0.26%

4.12%

9.89%

 

 

S&P TSX Composite

12653.9

1.34%

1.77%

3.69%

15.79%

 

 

S&P 500 (quoted in USD)

1632.97

-3.13%

14.50%

3.50%

16.38%

 

 

S&P 500

1720.73

-0.67%

21.61%

1.98%

11.80%

 

 

DEX 91 Day Treasury Bill Index

393.49

0.09%

0.67%

2.08%

0.47%

 

 

DEX Universe Bond Index

877.84

-0.32%

-1.81%

5.06%

3.34%

 

 


press release: www.scmonline.com/analytics/cgi-bin/hedgefund/entry_screen.cgi.

www.gbm.scotiabank.com

Bg

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Art & Motion launches collectible car alternative investment vehicle[more]

    Komfie Manalo, Opalesque Asia: Luxembourg-based Art & Motion has launched a new investment vehicle dedicated to vintage cars and exceptional high-quality vehicles as this collectible market has grown exponentially the turn of the centu

  2. Opalesque Exclusive: Global Sigma captures February's long-vol trade[more]

    Bailey McCann, Opalesque New York for New Managers: Florida-based Global Sigma rode February's volatility to new highs. The firm's AGSF strategy is up +2.8 percent through February 16 and +4.2 percent YTD a

  3. Institutional Investors - Hedge funds regain their appeal for a $57 billion asset manager, Private credit strategies in stratosphere[more]

    Hedge funds regain their appeal for a $57 billion asset manager From Bloomberg.com: With volatility back on the radar, one of the Nordic region's biggest asset managers is considering relying a bit more on hedge funds to help oversee his portfolio. Mikko Mursula, the chief investment off

  4. Investing - All aboard for hedge funds as trade tide lifts shipping, Hedge funds pile into Time Warner in bet on merger success[more]

    All aboard for hedge funds as trade tide lifts shipping From Reuters.com: Forced to abandon ship after mistiming their investments five years ago, hedge funds are venturing back in a bid to profit from growing global trade flows. Around 90 percent of traded goods by volume are tran

  5. Investing - Hedge funds turn short on tech just as stock rally takes off, After biggest short, speculators slash bearish US bond bets as supply deluge looms[more]

    Hedge funds turn short on tech just as stock rally takes off From Newsmax.com: A key group of investors has just missed out on the biggest tech-stock rally since 2014. Hedge funds and other large speculators turned net short on Nasdaq 100 Index futures for the first time in 21 months, ac