EDHEC: Hedge Fund Strategies Consolidate Their Performances

EDHEC: Hedge Fund Strategies Consolidate Their Performances


EDHEC: Hedge Fund Strategies Consolidate Their Performances
Date
EDHEC has published the latest performance update of the EDHEC-Risk Alternative Indexes.
The month of November was characterized by a strong rebound in the financial markets, following two declining months. The S&P 500 registered a strong positive return (10.95%), not only erasing previous losses, but also reaching its highest index level since the start of our study period (January 1997). Market implied volatility decreased sharply to 20.57%, exactly matching its long-term average.
On the bond market, the situation also clearly improved, as both regular bonds (0.49%) and convertible bonds (10.37%) posted positive returns. Concerning commodities market, the GSCI Commodity Spot index strongly increased (13.15%) erasing all its losses since the beginning of the COVID-19 crisis. 

Related Keywords

, Fund Of Funds , Risk Alternative , Event Driven , Short Equity , Equity Market Neutral , Fixed Income Arbitrage , Emerging Markets , Convertible Arbitrage , Merger Arbitrage , Relative Value , நிதி ஆஃப் நிதி , ஆபத்து மாற்று , நிகழ்வு இயக்கப்படுகிறது , குறுகிய பங்கு , பங்கு சந்தை நடுநிலை , சரி செய்யப்பட்டது வருமானம் நடுவர் , வளர்ந்து வருகிறது சந்தைகள் , மாற்றத்தக்கது நடுவர் , இணைப்பு நடுவர் , உறவினர் மதிப்பு ,

© 2025 Vimarsana