Daily Performance for Liquid Alternative funds

Using our new daily dataset, we can compile indices of hedge fund (“liquid alt”) on a daily basis. While the composition is highly preliminary, we note that most of the strategies have positive performance year-to-date. Market neutral funds are struggling which seems to coincide with the momentum crash that has taken place in September for equity market strategies. CTA are doing the best so far, followed by Equity (Long bias) Long/Short and Asset Allocation funds.

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Categories: NilssonHedge

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