Absolute Return Multi-Strategy Index

Live

This index is the median of all multi-strategy funds in the Absolute Return Database.

Performance chart
IndexComposite
Statistics

Monthly returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
20200.44% (1.53%) (5.87%)2.74%1.88%1.08% (1.50%)
20192.02%0.54%0.34%0.81%0.00%1.00%0.64%0.14%0.35%0.46%0.23%1.08%7.86%
20181.37%0.04%0.10%0.31%0.32%0.56%0.46%0.28%0.40% (0.59%) (0.18%) (0.32%)2.77%
20171.16%0.73%0.23%0.71%0.55%0.08%0.49%0.33%0.42%0.61%0.34%0.64%6.47%
2016 (0.38%)0.45%0.61%1.33%0.85%0.41%1.30%0.85%0.80% (0.16%)0.86%1.21%8.42%
20150.10%1.16%0.59%0.64%0.89% (0.11%)0.08% (0.59%) (0.53%)0.43%0.17% (0.38%)2.46%
20140.80%1.50%0.13%0.00%0.80%0.90% (0.16%)0.68% (0.11%) (0.16%)0.58%0.21%5.28%
20131.15%0.54%1.11%0.71%1.19% (0.46%)1.36%0.09%1.07%1.07%1.01%1.31%10.62%
20121.75%1.44%0.57%0.20% (1.50%)0.51%1.07%1.11%0.79%0.56%0.77%1.10%8.66%
20110.88%1.14%0.70%0.71%0.00% (0.94%)0.10% (1.98%) (1.50%)1.31% (0.41%)0.13%0.08%
20100.94%0.59%1.33%0.96% (1.27%) (0.28%)1.08%0.82%1.73%1.50%0.48%1.92%10.21%
20092.15%0.53%1.31%2.00%3.44%1.73%1.82%1.54%2.25%1.00%0.86%1.44%21.99%
2008 (0.51%)1.24% (1.23%)1.20%1.78%0.32% (0.72%) (0.06%) (4.96%) (5.90%) (1.59%)0.31% (9.95%)
20071.63%1.04%1.08%1.37%1.90%0.64%0.22% (0.68%)1.48%2.05% (0.45%)0.37%11.14%
20062.53%1.06%1.45%1.70% (0.02%)0.45%0.53%1.10%0.60%1.55%1.61%1.55%15.03%
20050.21%1.11%0.03% (0.98%)0.55%1.38%1.67%1.04%1.03% (0.31%)0.94%1.25%8.18%
20041.87%0.65%0.54%0.25% (0.08%)0.14%0.14%0.31%0.89%0.86%2.06%1.50%9.49%
20031.51%0.75%0.47%1.75%1.76%0.91%0.39%0.61%1.47%1.76%1.16%1.29%14.72%
20021.12%0.15%1.15%0.85%0.56%0.22% (0.71%)0.88%0.45%0.64%1.53%1.43%8.57%
20012.16%0.90%0.73%1.19%1.09%0.24%0.82%1.19% (0.15%)1.68%0.91%0.95%12.34%
20002.12%2.79%1.81%1.18%1.06%1.87%1.12%1.62%1.11%0.57%0.46%1.35%18.43%
19991.34%0.80%1.56%2.95%2.17%1.87%1.64%0.76%0.74%0.89%1.79%2.05%20.19%
19980.77%2.19%1.84%1.54%0.55% (0.10%)0.29% (2.91%) (0.63%)0.08%3.02%1.83%8.66%

Note: estimates are shown in italics