Wilshire Liquid Alternatives Index Falls In May
The Wilshire Liquid Alternatives Index - which measures the collective performance of the five Wilshire Liquid Alternative strategies that make up the Wilshire Liquid Alternative Universe - fell -1.25% in May, taking the index into the red for the quarter at -0.28%. The index is up +2.93% in 2019.
The best performing index of the five was the Wilshire Liquid Alternative Relative Value Index, which was slightly positive at +0.16% for a quarter to date return of +0.70; the index is up 3.27% year to date. The Wilshire Liquid Alternative Equity Hedge Index was the biggest decliner of the five strategies at -3.32% in May for a quarter to date return of -1.95%.
All five individual indexes, and therefore the flagship Wilshire Liquid Alternatives Index, are in the green for 2019 to date.