DATA: Macro and managed futures

Tue Oct 2, 2012


DATA INCLUDES: Five-year performance: Macro and managed futures indices


HANNAH WALSH, DATA AND RESEARCH ASSOCIATE, HEDGEFUND INTELLIGENCE

The Absolute Return Managed Futures Index has delivered median returns of nearly 35% over five years. Its European counterpart, which saw a higher level of volatility during 2011 and the first half of 2012, finished the five-year period with returns of below 25%. ...

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