InvestHedge Global Macro Currency USD Index

Live

Index of the median value of those funds of funds in InvestHedge which invest in global macro currency and debt managers.

Performance chart
IndexComposite
Statistics

Monthly returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2020 (0.04%) (1.23%) (4.02%)2.02%0.97% (2.39%)
20191.32% (0.06%)0.17%0.16% (0.46%)1.93%0.64% (1.19%) (0.71%) (0.11%) (0.17%)1.16%2.67%
20182.10% (2.36%) (0.07%)0.43% (0.26%) (0.75%) (0.85%) (0.51%)0.37% (1.23%) (0.49%)0.44% (3.20%)
2017 (1.28%) (0.05%) (0.53%) (0.46%) (0.66%) (1.65%)0.25%1.16% (0.24%)1.05% (0.72%)0.39% (2.74%)
20161.01% (0.09%) (1.37%)0.09% (0.50%)0.75%0.38% (1.13%) (0.52%)0.27%0.41%1.14%0.41%
20150.36%0.95%0.98% (1.60%)0.98% (2.63%)1.71% (0.92%) (0.46%) (0.43%)1.63% (1.23%) (0.76%)
2014 (0.76%)0.25% (0.62%) (0.57%)0.94%0.10%0.49%0.59%1.51%0.13%1.98%0.55%4.65%
20131.46%0.14%0.53%1.60% (1.29%) (2.38%) (0.58%) (1.39%) (0.29%)0.88%1.27%0.85%0.71%
20120.94%0.61% (1.03%) (0.24%)0.11% (2.03%)1.88% (0.05%) (0.07%) (1.54%)0.56%1.40%0.47%
2011 (1.10%)0.57% (0.38%)1.59% (2.04%) (1.49%)1.14% (0.20%)0.02% (1.94%) (0.03%)0.07% (3.80%)
2010 (0.82%) (0.25%)1.10%1.02% (1.63%) (0.10%) (0.28%)1.18%2.33%1.52% (1.14%)2.04%4.99%
20091.06% (0.23%) (0.52%) (0.20%)2.61% (0.92%)1.05%0.43%1.38% (0.34%)0.92% (0.67%)4.60%
20081.63%3.61% (2.14%)0.18%1.28%1.44% (2.11%) (1.60%) (2.48%) (0.08%)0.70%0.25%0.49%
20070.78%0.14% (0.22%)1.81%1.83%1.05% (0.43%) (3.01%)3.14%2.54% (0.38%)1.12%8.54%
20062.38%0.12%0.90%2.70% (2.36%) (0.77%) (0.16%) (0.21%) (0.57%)1.37%1.36%1.70%6.53%
2005 (1.17%)1.11% (0.62%) (1.46%)0.59%1.45%0.84%0.33%1.75% (1.06%)1.58%1.21%4.57%
20040.90%1.37%0.51% (1.47%) (0.92%) (0.52%) (0.76%) (0.74%)0.19%1.39%2.92%0.49%3.32%
20031.49%1.73% (1.28%)0.65%3.14%0.10% (1.39%)0.21%1.62%0.41% (0.20%)2.10%8.82%
20020.23%0.21% (0.83%)1.10%0.92%1.97%0.70%0.92%1.20% (1.20%) (0.15%)2.40%7.67%
20011.58%0.77%2.86% (0.46%)0.58%0.41%0.26%0.85%1.79%1.89% (1.56%)1.27%10.65%
20000.93%2.98% (1.28%) (3.28%)0.95%0.54% (0.19%)2.13% (0.50%)0.25%2.44%5.23%10.40%
19990.43%0.40%0.23%1.58% (0.28%)1.54% (0.10%) (0.63%) (0.02%) (0.61%)4.85%4.44%12.29%
19980.43%1.45%3.05% (0.35%)1.11%0.55%0.38%0.75%0.38% (2.38%)0.37%1.89%7.80%

Note: estimates are shown in italics