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| “The liquidity barometer is very poor right now,” says Blueshift Asset Management’s Mani Mahjouri
Last month, the impact of coronavirus caused stock markets to plummet. This led to a huge spike in volatility, with the VIX Index hitting a high of 82.69 on 16 March, benefiting macro strategies (according to the latest Q1 performance figures) as well as statistical arbitrage strategies like New Jersey-based Blueshift Asset Management. |
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| Dispersion reigns as macro managers and CTAs advance while equity hedge funds collapse | | Thu | 9 Apr 2020, 11:11 | | Dispersion reigned among different hedge fund strategies during a turbulent March, with global macro and trend-following funds posting positive returns while equity-focused managers tumbled sharply. A deepening of Covid-19 fears across the global economy sparked unprecedented losses in markets and dramatically reversed last year’s buoyant risk-on environment. |
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| Wilshire Liquid Alternative Index down 6.33 per cent in March | | Thu | 9 Apr 2020, 11:11 | | The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned -6.33 per cent in March, underperforming the -5.88 per cent monthly return of the HFRX Global Hedge Fund Index. |
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