InvestHedge Managed Futures Index

Live

This is an index of the median performance of those funds of funds listed in InvestHedge which invest in Managed Futures strategies.

Performance chart
IndexComposite
Statistics

Monthly returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
20201.37% (2.32%) (3.12%)0.14% (0.75%) (2.32%) (6.87%)
2019 (1.46%) (0.02%)4.01%3.22% (3.23%)5.00%3.14%0.73% (3.30%) (3.09%)1.53%0.58%6.85%
20185.43% (8.66%) (0.52%)0.90% (0.97%) (0.75%) (0.90%)1.99% (1.39%) (5.26%) (0.60%)0.92% (10.01%)
2017 (0.77%)1.71% (1.27%) (1.35%) (1.10%) (5.76%)2.18%1.11% (4.00%)8.17% (0.58%) (0.32%) (2.59%)
20163.63%2.94% (2.20%) (2.66%) (1.52%)1.96%0.97% (3.15%) (0.69%) (3.95%) (0.53%)1.37% (4.09%)
20154.39%0.75%2.40% (3.31%) (1.09%) (5.61%)3.85% (4.90%)2.38% (2.04%)5.29% (3.78%) (2.44%)
2014 (2.59%)0.86% (1.45%)0.11%2.27%1.07% (1.20%)3.56%2.16%0.48%3.94%1.30%10.80%
20131.35% (0.51%)1.20%1.51% (2.12%) (2.61%) (0.42%) (2.10%) (0.48%)2.00%1.64%0.15% (0.53%)
20120.55%0.37% (2.05%) (0.04%)2.37% (3.30%)3.13% (1.10%) (1.13%) (3.26%) (0.11%)0.64% (4.07%)
2011 (0.60%)1.47% (2.06%)3.07% (3.86%) (2.88%)2.24% (0.87%) (0.17%) (2.68%) (0.16%)0.52% (6.05%)
2010 (2.93%)0.46%2.21%1.12% (2.24%)0.04% (0.89%)2.65%1.78%2.41% (2.78%)3.07%4.74%
20090.43% (0.02%) (1.85%) (1.21%)2.12% (1.54%) (0.40%)0.64%1.49% (1.63%)1.76% (3.76%) (4.06%)
20081.82%5.38% (0.17%) (1.12%)1.87%2.55% (3.13%) (1.52%)1.60%4.82%2.50%0.68%16.01%
20071.99% (2.65%) (2.09%)3.79%2.42%2.45% (1.91%) (3.45%)4.57%3.70%0.36%0.66%9.84%

Note: estimates are shown in italics