HFM Global Index - Macro

Live

Performance chart
IndexComposite
Statistics

Monthly returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
20200.35%0.02% (2.23%)1.56%0.92%0.43%1.01%
20191.71% (0.18%) (0.15%)0.36%0.30%1.39%0.75%0.21%0.40%0.54% (0.28%)1.49%6.71%
20182.50% (0.27%) (0.23%)0.28% (0.51%)0.36%0.29% (0.48%) (1.35%)0.37% (0.83%) (0.09%) (0.01%)
2017 (0.02%)0.03%0.08% (0.32%)0.02%0.29%0.55%0.37%0.74%0.53%0.13%0.47%2.90%
2016 (0.13%) (0.10%) (0.32%)0.60% (0.06%)0.20%0.53% (0.06%)0.08%0.67%1.07%1.06%3.59%
20151.84%0.73%0.89% (0.71%)0.66% (1.58%)1.00% (0.26%) (0.46%)0.35%1.14% (0.56%)3.03%
2014 (0.28%)0.18% (0.27%) (0.56%)0.51%0.10%0.19%0.77%0.95%0.09%1.45%0.31%3.48%
20131.37%0.10%0.46%0.66%0.62% (0.62%) (0.42%) (0.71%)0.08%0.69%0.68%0.71%3.66%
20120.78%0.95% (0.17%) (0.56%)0.43% (0.77%)0.60%0.38%0.69% (0.78%)0.59%0.82%2.98%
2011 (0.12%)0.76%0.13%1.24% (1.13%) (0.50%)1.00%0.27% (0.03%) (0.29%)0.08%0.05%1.45%
20100.19%0.07%0.90%0.65%0.00%0.05%0.08%0.90%1.08%0.87% (0.16%)0.64%5.39%
20090.33% (0.35%)0.54%0.54%1.69% (0.50%)1.00%0.18%1.53%0.26%0.92%0.31%6.62%
20080.33%1.85% (1.06%) (0.14%)0.56%0.58% (0.67%) (0.35%) (0.98%)0.10%1.00%1.45%2.66%
20070.57%0.28%0.42%1.46%1.55%1.19%0.78% (1.13%)2.95%2.35% (0.36%)0.60%11.12%
20062.07%0.21%0.79%1.78% (1.54%) (0.10%)0.26%0.15% (0.30%)1.06%1.70%1.37%7.65%
2005 (0.35%)1.64% (0.90%) (0.18%)1.02%1.17%0.83%0.62%2.36% (0.61%)2.00%1.43%9.35%
20040.49%1.01%0.59% (1.53%) (0.39%)0.14% (0.33%) (0.03%)0.46%0.67%2.24%0.53%3.87%
20031.97%0.81% (0.42%)1.43%3.15%0.18%0.00%0.87%2.36%0.39%0.36%2.34%14.22%
20020.22% (0.21%)0.32%0.99%0.87%1.08%0.48%0.84%0.92% (0.03%)0.21%0.83%6.71%
20011.50%0.30%1.70%0.15%0.18%0.67%1.00%1.25%0.25%1.93%0.20%0.91%10.49%
20000.32%1.82%0.03% (0.52%) (0.06%)1.24%0.01%1.20% (0.23%) (0.19%)1.48%3.58%8.95%
19990.75% (0.26%)1.42%2.72%0.19%0.96%0.17% (0.50%)0.35%0.64%3.17%3.89%14.25%
19980.43%0.61%3.17%0.35%0.88%0.52% (0.27%) (2.31%)2.32%1.38%1.18%1.62%10.23%

Note: estimates are shown in italics