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Alternative Market Briefing

Wilshire Liquid Alternative gains 0.36% in June, outperforming global hedge funds

Wednesday, July 13, 2016

Komfie Manalo, Opalesque Asia:

The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned 0.36% in June (+0.85% YTD), outperforming the HFRX Global Hedge Fund Index’s 0.20% return by 16 basis points. In its monthly report, Hedge Fund Research said that the HFRI Fund Weighted Composite Index returned +0.8% in June (+1.63% YTD).

The Wilshire Liquid Alternative Multi-Strategy Index, which includes both single and multi-manager funds, ended the month on a positive note, returning 0.34% in June (+0.02% YTD)). 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 Index.

"With the Brexit vote concluding with a surprising 'yes’, the U.S. dollar significantly appreciated against the British pound and euro, and equity markets sold off," said Jason Schwarz, president of Wilshire Funds Management. "This worked in favor of most CTA managers who had a defensive to neutral equity position and were long the U.S. dollar versus most major currencies."

Discretionary managers had mixed performance, as many managers we......................

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