Opalesque Industry Update - The Wilshire Liquid Alternative IndexSM, which provides a representative baseline for how the broad liquid alternative investment category performs, returned -2.15% in February, outperforming the -2.42% monthly return of the HFRX Global Hedge Fund Index. The Wilshire Liquid Alternative Index family is a joint offering between Wilshire Funds Management, the global investment management business unit of Wilshire Associates Incorporated, and Wilshire Analytics, creator of the Wilshire 5000 Total Market IndexSM.
"The sharp reversal in equity markets, as well as the move up in rates, led the Wilshire Liquid Alternative Global Macro IndexSM to have its worst month immediately following its best month on record in January," said Jason Schwarz, President of Wilshire Funds Management. "Unfortunately, these types of sharp reversals, after an extended trend of extremely low volatility did not position CTAs to be a protection to broader portfolios, but rather contributed to further losses." Multi-Strategy
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Industry Updates
Wilshire Liquid Alternative Index falls -2.15% In February
Monday, March 12, 2018
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