HFM Global Index - Composite

Live

Performance chart
Index
Statistics

Monthly returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
20191.52%0.70%0.44%0.85% (0.37%)1.09%0.58% (0.04%)0.26%0.46%0.59%6.24%
20181.45% (0.56%) (0.30%)0.42%0.30% (0.03%)0.39%0.20%0.09% (1.72%) (0.31%) (0.70%) (0.80%)
20170.92%0.77%0.38%0.56%0.40%0.23%0.77%0.42%0.61%0.86%0.17%0.71%7.01%
2016 (1.36%) (0.27%)0.97%0.45%0.55%0.06%1.27%0.57%0.47% (0.03%)0.31%0.81%3.84%
20150.45%1.21%0.60%0.51%0.59% (0.91%)0.28% (1.23%) (0.59%)0.85%0.45% (0.28%)1.92%
20140.18%1.30% (0.05%)0.02%0.75%0.79% (0.10%)0.66% (0.14%) (0.14%)0.63%0.22%4.19%
20132.08%0.36%0.73%0.71%0.77% (0.93%)0.95% (0.14%)1.12%1.35%0.89%0.98%9.21%
20121.63%1.54%0.17% (0.10%) (1.33%)0.20%0.60%0.55%0.85%0.15%0.49%1.10%5.97%
20110.42%0.79%0.16%0.94% (0.57%) (0.77%)0.14% (1.89%) (1.70%)1.15% (0.60%) (0.05%) (2.01%)
20100.09%0.32%1.85%0.80% (2.12%) (0.39%)0.95%0.40%2.04%1.49%0.15%1.95%7.71%
20090.38% (0.20%)0.75%1.43%2.58%0.30%1.48%1.04%1.89%0.14%0.76%0.99%12.13%
2008 (1.38%)1.14% (1.18%)1.06%1.18% (0.09%) (1.31%) (0.51%) (3.66%) (2.51%) (0.20%)0.51% (6.85%)
20071.19%0.61%0.89%1.43%1.50%0.72%0.29% (1.15%)1.74%2.10% (1.12%)0.44%8.93%
20062.25%0.62%1.54%1.33% (0.95%) (0.11%)0.28%0.76%0.37%1.41%1.36%1.43%10.74%
20050.40%1.17% (0.24%) (0.76%)0.66%1.25%1.44%0.76%1.36% (0.77%)1.36%1.37%8.26%
20041.36%0.91%0.43% (0.20%) (0.27%)0.43% (0.11%)0.22%0.90%0.66%1.79%1.06%7.40%
20030.72%0.37%0.19%1.35%2.13%0.85%0.53%0.92%0.90%1.58%0.67%1.33%12.15%
20020.67%0.11%1.08%0.67%0.50% (0.21%) (0.38%)0.69%0.19%0.20%0.87%0.64%5.14%
20011.63%0.37%0.52%0.86%1.10%0.39%0.20%0.78% (0.28%)1.14%0.61%0.89%8.51%
20001.29%2.46%1.30% (0.09%)0.56%1.48%0.68%1.99%0.19%0.39%0.41%1.49%12.81%
19991.17%0.36%1.58%3.17%0.91%2.14%0.79%0.39%0.59%0.81%2.39%2.83%18.48%
19980.60%1.95%2.40%0.80%0.33%0.16%0.30% (2.47%)0.40%0.92%2.30%1.72%9.72%

Note: estimates are shown in italics