Absolute Return Macro Index

Live

This index is the median of all macro funds in the Absolute Return Database.

Performance chart
IndexComposite
Statistics

Monthly returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
20191.65% (0.35%) (0.21%)0.38%0.49%1.46%0.73%0.09% (0.12%)0.20% (0.25%)4.12%
20182.40% (0.17%)0.00%0.27% (0.52%)0.77%0.29% (0.38%)0.03%0.86% (1.08%) (0.26%)2.18%
20170.05%0.14%0.08% (1.03%) (0.15%) (0.11%)0.50%0.28%0.91%0.51%0.27%0.88%2.34%
20160.19% (0.07%) (0.17%)0.99% (0.05%)0.18%1.17%0.35%0.01%0.97%1.17%1.26%6.15%
20152.56%0.61%1.44% (0.98%)0.60% (1.55%)1.41% (0.60%) (0.41%)0.59%1.30% (1.01%)3.94%
2014 (0.18%)0.22% (0.48%) (0.51%)0.57%0.12%0.23%1.28%0.87%0.01%1.47%0.40%4.05%
20130.91%0.07%0.64%0.39%0.00% (0.74%) (0.36%) (0.91%)0.23%0.68%0.74%0.76%2.42%
20120.83%1.04% (0.35%) (0.40%)0.37% (0.64%)0.90%0.43%0.70% (0.84%)0.57%0.74%3.38%
2011 (0.08%)0.84% (0.04%)1.36% (1.13%) (0.54%)0.95% (0.13%) (0.13%) (0.21%)0.05%0.25%1.17%
20100.20%0.29%0.96%0.68%0.03%0.07%0.11%0.89%1.48%1.09% (0.28%)0.64%6.32%
20090.70% (0.24%)0.78%0.53%2.03% (0.29%)0.99%0.39%1.59%0.25%0.90%0.57%8.49%
20080.25%1.55%0.09%0.29%0.70%0.78% (0.43%) (0.31%) (0.67%)0.18%0.57%1.00%4.05%
20070.77%0.48%0.65%1.63%1.78%1.24%1.12% (0.50%)2.90%2.34% (0.23%)0.27%13.12%
20062.47%0.27%0.69%1.37% (1.46%) (0.10%)0.36%0.41%0.03%1.54%2.03%1.65%9.59%
2005 (0.06%)1.70% (0.76%) (0.04%)1.45%1.61%0.96%0.84%2.73% (0.57%)1.90%1.53%11.82%
20040.53%1.06%0.50% (1.70%) (0.36%)0.44% (0.46%)0.25%0.92%0.98%2.99%1.01%6.26%
20032.21%1.07% (0.58%)1.87%4.46%0.24%0.04%1.49%2.44%0.82%0.48%2.34%18.13%
20020.37%0.35%0.50%1.25%1.73%1.14%0.56%0.87%0.92%0.27%0.90%1.01%10.32%
20011.26%0.41%4.00% (0.13%)0.73%0.22%0.77%1.63%0.11%2.35% (0.03%)1.60%13.63%
2000 (0.32%)2.58% (0.88%)0.32% (0.06%)1.00% (0.08%)1.54%0.11% (0.41%)1.53%4.83%10.50%
19990.90% (0.51%)1.75%2.89%0.09%0.57%0.27% (0.60%)1.18%0.35%4.28%4.42%16.57%
19980.60%0.98%3.06%0.08%0.25%0.52% (0.27%) (2.36%)4.15%1.34%1.20%3.79%13.98%

Note: estimates are shown in italics