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Alternative Market Briefing

Hedge funds, risk parity strategies gain in August despite tensions in Koran Peninsula

Monday, September 11, 2017

Komfie Manalo, Opalesque Asia:

The simmering tension on the Korean Peninsula, as well as Hurricane Harvey, have failed to diminish the strong performances of hedge funds and risk parity strategies, with equity hedge and macro strategies leading the HFRI to the tenth consecutive monthly advance, and the 17th in the trailing 18 months.

"Hedge fund gains were led by equity and trend-following exposures in August, as intra-month volatility increased as a result of escalating tensions regarding North Korea and the energy and commodity-centric impact of Hurricane Harvey," stated Kenneth J. Heinz, president of Hedge Fund Research.

Heinz said that the HFRI Fund Weighted Composite Index gained +0.8% for the month, bringing YTD performance to +5.5%. August performance topped small gains for the DJIA and S&P 500, as well as most developed European regional equity markets, and also increased the Index Value to 13,662, the ninth consecutive record level.

The HFRI Asset Weighted Composite posted a slightly stronger gain of +0.9% for August, bringing 2017 YTD performance to +4.5%. The HFRI Fund of Funds Composite Index was up +1.2%, the strongest monthly advance since July 2016.

The newly-launched HFR Risk Parity Indices saw even stronger gains, as the HFR Risk Parity Vol 10 Index produced +2.0 percent return for August, bringing YTD performance to +8.9 percent. Similarly, the HFR Risk Parity Vol 1......................

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