Liquid Alternative Hedge Fund Index

 

LAIC Benchmark Indexes allow comparisons of liquid alternative fund performance to strategy and industry benchmarks. The indices use a consistent methodology and reflect the most up-to-date fund performance of over 500 liquid alternative funds, including open- and closed-end mutual funds and ETFs.

 

See Index Construction Methodology Paper
Liquid Alternatives Index, May Update

 

LAIC Hedge Fund Strategy Index – All Funds

 

LAIC Hedge Fund Strategy Index – All June YTD 1 Year 3 Year 5 Year 10 Year
Aggregate LAIC Index -2.51% -2.19% -1.91% 3.03% 3.70% 2.76%
Equity Hedged Index -3.05% -2.30% -1.65% 5.99% 6.56% 3.45%
-Equity Long Short Index -3.24% -2.29% -1.41% 6.69% 7.35% 4.04%
-Equity Market Neutral Index 0.36% -0.98% -0.38% 0.49% 0.90% 2.32%
Directional Trading Index -2.36% -2.50% 0.06% -0.29% 0.59% 3.20%
-Global Macro Index -3.04% -2.41% -2.72% 0.40% 1.68% -
-Managed Futures Diversified Index -2.44% -1.11% 5.89% 1.84% 1.01% -
Alternative Fixed Income Index -1.03% -1.16% -3.39% 0.80% 2.06% -
Absolute Return Index -2.37% -1.84% -3.89% 5.88% 4.69% 3.00%
Alternatives Multi-Strategy Index -2.43% -1.46% -2.39% 2.50% 2.73% 4.23%
Total -2.20% -1.85% -1.57% 2.04% 1.86% 1.02%

  

LAIC Hedge Fund Strategy Index – Select Funds

NOTE: Select Funds are a subset of the funds database that meet the criteria of 3+ years performance record and at least $50 million in assets

LAIC Hedge Fund Strategy Index – Select August YTD 1 Year 3 Year 5 Year 10 Year
Aggregate LAIC Index Select -2.34% -2.12% -2.08% 3.30% 4.04% 3.20%
Equity Hedged Index Select -2.91% -0.34% -0.54% 7.17% 7.25% 4.01%
-Equity Long Short Index Select -3.05% -0.47% -0.63% 7.50% 7.68% 4.27%
-Equity Market Neutral Index Select -0.04% -0.51% -0.55% 0.91% 1.07% 2.69%
Directional Trading Index Select -2.37% -4.50% -2.01% 0.12% 1.08% 3.81%
-Global Macro Index Select -3.18% -2.50% -0.49% 3.13% 3.33% -
-Managed Futures Diversified Index Select -2.54% -4.61% 6.68% 2.46% 1.72% -
Alternative Fixed Income Index Select -1.07% -1.57% -3.86% 0.24% 1.73% 3.16%
Absolute Return Index Select -1.78% -2.73% -3.16% 2.79% 3.84% 2.89%
Alternatives Multi-Strategy Index Select -2.34% -2.83% -4.13% 1.87% 2.85% 2.20%
Total -2.34% -2.12% -2.08% 3.30% 4.04% 3.46%

 

LAIC Hedge Fund Strategy Index – Mutual Funds Only

 

 

 

LAIC Hedge Fund Strategy Index – Mutual June YTD 1 Year 3 Year 5 Year 10 Year
Aggregate LAIC Index – Mutual -2.54% -2.12% -1.65% 3.27% 3.94% 2.95%
Equity Hedged – Mutual -2.99% -2.41% -1.76% 6.06% 6.56% 3.61%
-Equity Long Short Index – Mutual -3.24% -2.29% -1.41% 6.69% 7.35% 4.04%
-Equity Market Neutral Index – Mutual 0.32% -1.18% 0.02% 0.51% 0.99% 2.37%
Directional Trading Index – Mutual -2.43% -1.86% 1.49% 0.12% 0.78% 3.39%
-Global Macro Index – Mutual -3.04% -2.27% -2.59% 0.39% 1.70% -
-Managed Futures Diversified Index – Mutual - - - - - -
Alternative Fixed Income Index – Mutual -1.02% -1.24% -3.40% 0.58% 1.82% -
Absolute Return Index – Mutual -2.37% -3.94% -4.92% 1.98% 2.68% 2.11%
Alternatives Multi-Strategy Index – Mutual -2.38% -1.25% -2.18% 2.56% 3.15% 2.42%
Total -2.54% -2.12% -1.65% 3.27% 3.94% 2.95%

LAIC Hedge Fund Strategy Index – ETF Funds Only 

 

LAIC Hedge Fund Strategy Index – ETF June YTD 1 Year 3 Year 5 Year 10 Year
Aggregate LAIC Index – ETF -2.62% -3.15% -4.40% 1.49% 2.27% -
Equity Hedged Index – ETF -3.67% -1.29% -0.61% 5.43% 6.32% -
-Equity Long Short Index – ETF -2.31% 1.79% 3.79% 7.13% 8.47% -
-Equity Market Neutral Index – ETF 0.57% -1.40% -3.15% -0.24% - -
Directional Trading Index – ETF -2.06% -7.18% -10.01% -3.69% -1.48% -
-Global Macro Index – ETF - - - - - -
-Managed Futures Diversified Index – ETF -1.80% -3.10% -0.95% 0.60% - -
Alternative Fixed Income Index – ETF -0.54% 2.67% 0.38% - - -
Absolute Return Index – ETF -2.04% -6.72% -16.44% -1.46% - -
Alternatives Multi-Strategy Index – ETF -2.79% -2.99% -3.94% 2.13% 0.94% -
Total -2.62% -3.15% -4.40% 1.49% 2.27% -