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Bästa månaden på tolv år för CTAs

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Stockholm (HedgeNordic) – Lyxor rapporterar i sin senaste utgåva av “weekly brief” att hedgefonder noterade en hälsosam utveckling i november efter ett riktigt besvärligt oktober. Lyxors samlade hedgefondindex steg med 1,8 procent under månaden, främst drivet av ett enastående resultat för CTA-strategin som uppvisade det bästa resultatet sedan 2002 med en uppgång på 8,2 procent.

CTA strategier profiterade på en kombination av stigande aktiemarknader och sjunkande räntor även den starkare dollarn mot euron och yenen samt fallande råvarupriser, i synnerhet ett sjunkande oljepris, bidrog i betydande omfattning till det starka resultatet.

Enligt Lyxor har korrelationen mellan aktier och råvaror sjunkit betydligt under de senaste kvartalen vilket bidragit till den starka utvecklingen för CTAs.

Efter den kraftiga uppgången i november är Lyxor CTA Broad Index upp 12,9% på året.

 

Bild: (c) lily—Fotolia.com

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HedgeNordic Editorial Team
HedgeNordic Editorial Team
This article was written, or published, by the HedgeNordic editorial team.

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