(Harvest) Strong year-end performance for hedge funds as measured by HFR indices was led by the fundamental growth and systematic CTAs categories. It is notable that the systematic CTA index performance from HFR was greater than what has been reported by other index providers. Generally, funds moved higher with the stronger equity beta. Given the decline in correlation across stocks, we have seen an increase in equity hedge fund alpha production.
Hedge Fund Performance Positive Across The Board For 2017
This entry was posted in Syndicated. Bookmark the permalink.
