UMASS Amherst's Isenberg School of Management's CISDM Releases Flash June 2017 Hedge Fund Index
CISDM Equal Weighted Hedge Fund Index Indicates a Positive Performance of 0.33% for June
Amherst, MA - July 21, 2017 (Investorideas.com Newswire) UMass Amherst's Isenberg School of Management's Center for International Securities and Derivatives Markets (CISDM) has released its June Equally Weighted Hedge Fund Index. The CISDM Equal Weighted Hedge Fund Index was up 0.33% for the month of June. These are not the final figures.
The following table displays the performance of CISDM sub-indices
For more than a year the CISDM Equal Weighted Hedge Fund Index has provided a positive performance. All strategies except Global Macro and CTAs showed positive performance. Many Global Macro and CTA managers use the same systematic approach to investing in broad asset classes and both have had a difficult time in 2017. In fact, it is safe to say that the golden era of trend-following strategies is basically over and they have shown no consistent performance during that past 5 years. Other strategies are benefiting from an extremely benign global economic environment. Central banks are still following accommodating monetary policies, with very little sign of inflation in macroeconomic data. In the mean-time global economic growth seems to be continue, albeit at a low rate, supported by low interest rates, commodity prices and volatility.
The Morningstar CISDM Database (formerly the MAR Database) is the oldest Hedge Fund and CTA database in the market. Tracking qualitative and quantitative information for more than 5000 hedge funds, funds of funds and CTAs since 1994, it is the only database associated with a nonprofit organization. This adds a layer impartiality to their data that other indexes cannot boast. This database is subscribed to by a number of universities and financial institutions.
The CISDM places the Isenberg School in the forefront of academic institutions that conduct research into derivatives, alternative investments and asset and risk management, and promotes interactions between the academic and business communities.
Have any questions about the CISDM or want to know more about the CISDM-Morningstar Hedge Fund Database and the monthly flash indexes? Hossein Kazemi, the Michael and Cheryl Philipp Endowed Professor Finance at the Isenberg School, is available for comments and interviews.
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About the Isenberg School of Management
Founded in 1947, the Isenberg School of Management on the University of Massachusetts flagship Amherst campus has 42,000 alumni in 86 countries. Isenberg offers its AACSB-accredited courses to 4,800 students on campus, online, and in blended formats. The School's 3,400 undergraduates major in seven business disciplines, including industry specialties such as hospitality & tourism management and sport management. Over 1,400 students are enrolled in the Isenberg MBA and they can focus their studies in Health Care Administration, Entrepreneurship, Finance and Marketing.
For more information, visit www.Isenberg.umass.edu.
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