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Alternative Market Briefing

Hedge funds post strongest monthly gains since September 2010

Friday, February 08, 2019

Matthias Knab, Opalesque:

Hedge funds surged in January to begin 2019, with the HFRI Fund Weighted Composite Index (FWC) posting the strongest monthly gain since September 2010, global hedge fund research company HFR reported.

HFRI Fund Weighted Composite Index jumped +3.5% for January 2019, led by Equity Hedge, Emerging Markets and Event-Driven strategies, it said.

Risk Parity and Risk Premia strategies also posted strong gains in January, led by the HFR Risk Parity Vol 15 Index which surged +8.7% for the month.

The HFR BSRP Multi-Asset Index advanced +4.0% for the month, while the HFR BSRP Currency Index returned +3.76%.

Fund of Hedge Funds also gained, with the HFRI Fund of Funds Composite Index advancing +2.6%, while the HFRI-I Liquid Alt UCITS Index gained +1.4%.

January HFRI gains were led by Equity Hedge (EH) strategies, as the HFRI Equity Hedge (Total) Index surged +5.5%, the strongest month since May 2009, reversing the December 2018 decline of -3.7%.

EH sub-strategy performance was led by the HFRI EH: Sector-Energy/Basic Materials Index, which vaulted +9.0%, the HFRI EH: Fundamental Value Index, which surged +7.1%, and the HFRI EH: Sector-Healthcare Index, which added +5.6%.

HFRI Emerging Markets (Total) Index jumps +5.4%

Emerging Markets hedge funds also surged in January, as the HFRI Emerging Markets (Total) Index jumped +5.4%, led by the HFRI EM: Latin America Index and HFRI EM: Russia/Eastern Europe Index, which returned +7.6......................

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