Equity hedge funds were down over 12% in the first half of 2022, even as the S&P was down almost 20%, according to HFR.
While stocks had their worst first half of a calendar year in over 50 years, volatility accelerated across global equity, bonds and commodity markets as the general expectation of recession sets in.
The investable HFRI 500 Fund Weighted Composite Index declined 2.6% in June, which was the largest decline since the pandemic began. Gains in trend-following CTAs and quant strategies were overshadowed by losses in the highest . . .
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
