Pivotal Point of View — June 2020

Published 13 July 2020 · Covers June 2020

Originally issued as June 2020.

Hedge funds were up broadly in June, with the exception of Risk Premia (-2.1%) and Managed Futures (-1.2%). YTD, hedge funds have outpaced the S&P 500 (-4.0%) as the PivotalPath Hedge Fund Composite Index returned -1.3% through month end.

+1.9%Composite, June

−1.3%Composite, year to date

+8.1%Composite, Q2

CreditLeading strategy

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Headline strategy indices

Strategy	June	Year to date
Credit	+3.0%	−4.3%
Equity Sector	+2.6%	+5.6%
Multi-Strategy	+2.6%	+0.7%
Equity Diversified	+2.1%	−2.2%
Event Driven	+1.8%	−2.8%
Equity Quant	+0.9%	−4.3%
Volatility Trading	+0.9%	+7.6%
Global Macro	+0.5%	−1.7%
Managed Futures	−1.3%	−2.5%

Net of fees, in USD. The Composite plus the nine headline indices with a published monthly series; ordered by month return.

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Pivotal Point of View — June 2020

Headline strategy indices

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