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Alternative Market Briefing

Wilshire Liquid Alternative Index outperforms HFRX Global Hedge Fund Index in December

Tuesday, January 15, 2019

Laxman Pai, Opalesque Asia:

The Wilshire Liquid Alternative Index returned -1.59% in December, outperforming the -1.93% 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 Index.

The Index provides a representative baseline for how the broad liquid alternative investment category performs, claims the company.

"Fourth quarter observed a sharp reversal of sentiment following the market's concerns of a less accommodative monetary policy and strained trade relations abroad," says Jason Schwarz, President of Wilshire Funds Management and Wilshire Analytics.

"As a result, equities declined and credit assets, such as high yield corporate bonds, were stressed,"Jason adds.

The Wilshire Liquid Alternative Multi-Strategy Index, which includes both single and multi-manager funds, returned -2.06% in December.

The Wilshire Liquid Alternative Global Macro Index, which includes systematic, discretionary, commodity and currency funds, ended the month up 0.18%, underperforming the 0.76% return of the HFRX Macro/CTA Index.

The Index finished the fourth quarter in negative territory, returning -2.79%, and underperformed the HFRX Macro/CTA Index's quarterly return of -2.09%.

Discretionary macro strategies were......................

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