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Alternative Market Briefing

Futures and macro strategies led hedge fund gains in November

Thursday, December 17, 2015

Komfie Manalo, Opalesque Asia:

Hedge funds continued their recovery last month with futures and macro strategies leading the way, according to data provider Greenwich Alternative Investments.

The Greenwich Global Hedge Fund Index ended November up 0.28% and was flat year-to-date, at 0.1%. Global equity markets were mixed, with the MSCI World index down 0.4% and the S&P500 up 0.30%. Bond markets as measured by the Barclays Aggregate Bond Index were slightly negative at -0.26%.

The directional trading strategies fared best in November: Futures funds returned +1.80% (-1.3% YTD), and macro funds +1.22% (+2.5% YTD). Multi-strategy managers also fared well, at +0.68% (+1.2% YTD). Event-driven managers were the worst performers, at -1.01% (-2.7% YTD), on the back of a difficult high yield market.

Other hedge fund indices also reported positive gains last month. The Eurekahedge Hedge Fund Index was up 0.88% in November. On a year-to-date basis, hedge funds are up 2.58% while underlying markets as represented by the MSCI World have gained 1.78%.

While the Credit Suisse Hedge Fund Index, an asset-weighted benchmark, ......................

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