HFR: Coronavirus volatility hit EM and Asia hedge fund strategies

Realized asset volatility driven by the spreading coronavirus surged in the last month, touching off steep hedge fund losses across regional equity and energy commodity markets, according to HFR.

The Chicago-based company’s China Index declined 3% in January as Japan fell 1.1%. The Shanghai Composite Index, which was down 8% at the beginning of February was down 2.4% in January.

Energy commodities and regional equity markets were the most effected by the virus contagion and have posted sharp declines and increases in volatility. Overall, the HFRI Emerging Markets (Total) Index declined . . .

Continue Reading

Unlock this article instantly, along with the rest of our premium content, newsletters and data tables tracking investor and manager activity. Annual subscriptions get you the most bang for your buck, including access to Alternatives Watch Research articles and out Annual Investor Compendium.

Monthly subscriptions and discounted corporate plans for up to 100 members also available.

Related Articles

Back to top button

Start Your Days in the Know


Get fresh alts intel in your inbox with our FREE newsletter!

You have Successfully Subscribed!