HFR provided its industry assessment earlier this week declaring macro hedge funds the winners in March as the coronavirus fallout drove the equity market into deep decline and arbitrage spreads widened.
Hedge funds experienced a historical dispersion of performance for the month as captured by data visualization tool HFR IndexScope, with the top decile of HFRI constituents posting an average gain of 18.5%, while the bottom decile fell an average of -30.0%. Through the first quarter, the HFRI Fund Weighted Composite has lost -8.3% year to date, while the HFRI Macro (Total) Index has . . .
Continue Reading
Unlock this article instantly, along with the rest of our premium content and benefits including daily/weekly/monthly newsletters.
Monthly
$30
A pay-as-you-go plan to get you started
→ Instantly unlock all new and archived articles
→ Daily, weekly and monthly e-mail newsletters
→ Access to the weekly AW Deal Watch by AW Research
Annual
$300
Required for access to AW Research
Get more for less - 20% discount over monthly
→ Everything in Monthly PLUS:
→ Access to articles and data from AW Research
→ AW Annual Investor Compendium – our comprehensive guide to investor activity, with a ranking of the most active investors for the year and profiles of the top global allocators
