Pivotal Point of View — May 2020

Published 12 June 2020 · Covers May 2020

Originally issued as May 2020.

Broadly, hedge funds were up in May, with the exception of Risk Premia (-1.4%) and Managed Futures (-1.0%). YTD, hedge funds continue to outpace both the Dow (-11.1%) and the S&P (-5.0%), as the PivotalPath Hedge Fund Composite Index returns -2.6% through month end.

+2.4%Composite, May

−3.1%Composite, year to date

+8.1%Composite, Q2

Equity SectorLeading strategy

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Headline strategy indices

Strategy	May	Year to date
Equity Sector	+4.5%	+2.9%
Credit	+3.0%	−7.1%
Event Driven	+2.8%	−4.5%
Equity Diversified	+2.7%	−4.3%
Multi-Strategy	+2.1%	−1.9%
Global Macro	+1.1%	−2.1%
Volatility Trading	+0.3%	+6.7%
Equity Quant	−0.3%	−5.2%
Managed Futures	−1.1%	−1.3%

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 — May 2020

Headline strategy indices

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