HFM Global Index - Managed Futures

Live

Performance chart
IndexComposite
Statistics

Monthly returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 (0.43%)0.17%1.25%0.90% (0.02%)2.03%0.81%2.36% (1.95%) (1.21%)0.64%4.56%
20182.59% (3.51%) (0.02%)0.19% (0.06%)0.17%0.00%1.02% (0.17%) (2.28%)0.02%0.43% (1.73%)
2017 (0.78%)0.67% (0.73%)0.32%0.08% (0.76%)0.83%0.84% (0.39%)1.63% (0.10%)0.76%2.36%
20162.58%2.56% (2.32%) (0.81%) (1.15%)2.47%0.91% (1.89%) (0.70%) (2.56%) (0.38%)0.77% (0.71%)
20154.10% (0.50%)1.03% (2.13%) (0.10%) (3.22%)1.79% (1.97%)1.05% (1.38%)2.51% (1.79%) (0.87%)
2014 (1.37%)1.27% (1.41%)0.57%0.35%0.84% (0.52%)2.18%2.20%0.03%4.10%1.11%9.61%
20131.74% (0.89%)0.63%1.20% (1.56%) (1.31%) (0.50%) (0.77%) (0.72%)0.58%1.20%0.76%0.29%
20120.43%0.65% (1.19%) (0.06%)1.63% (2.91%)2.17% (0.82%) (0.92%) (2.60%) (0.37%)0.63% (3.43%)
2011 (0.38%)1.24% (1.04%)2.89% (2.93%) (1.70%)1.46%0.63% (0.03%) (2.58%) (0.16%)0.09% (2.63%)
2010 (1.65%)0.48%1.38%0.54% (0.25%) (0.11%) (0.50%)1.74%1.76%2.59% (1.65%)3.62%8.09%
20090.10%0.10% (1.70%) (1.19%)2.00% (0.87%) (0.02%)0.59%1.21% (0.91%)2.53% (1.63%)0.11%
20082.01%4.54%0.32%0.07%1.65%2.50% (1.91%) (0.50%)0.31%3.10%1.52%1.31%15.80%
20070.82% (0.82%) (0.82%)1.90%1.18%2.10% (0.42%) (1.76%)4.31%3.20%0.74%1.30%12.19%
20061.47% (0.77%)1.86%2.34% (0.06%) (0.81%) (1.50%)0.40% (0.16%)1.05%2.00%0.64%6.57%
2005 (2.34%)0.48%0.02% (1.36%)1.77%2.24%0.12%0.80%1.01% (0.13%)2.35%0.29%5.27%
20040.71%3.43%0.09% (2.18%) (0.37%) (1.86%) (0.39%) (0.19%)1.20%2.06%3.43%0.27%6.20%
20033.26%3.52% (3.96%)0.99%5.25% (1.62%) (0.70%)0.47%0.43%1.89%0.04%2.73%12.63%
2002 (0.41%) (1.68%)0.64% (0.21%)2.20%6.00%3.14%1.92%2.63% (2.61%) (1.24%)5.05%16.12%
20010.72%0.60%4.80% (2.81%)1.19% (0.24%) (0.95%)1.15%2.37%3.26% (3.70%)0.97%7.28%
20001.44%0.56% (0.72%) (0.72%)1.88% (0.46%) (0.51%)3.40% (1.15%)1.80%3.53%5.43%15.21%
1999 (1.47%)2.27% (0.34%)2.76% (0.83%)1.50% (0.46%)0.00%0.32% (3.27%)2.12%0.93%3.42%
19980.86% (0.40%)1.10% (3.28%)2.23%0.00% (0.29%)8.61%3.62% (0.42%) (0.71%)2.38%14.07%

Note: estimates are shown in italics