The Dow Jones Credit Suisse Core Hedge Fund Index was down 0.95% in November as a majority of component strategies declined.
Early estimates indicate the Dow Jones Credit Suisse Hedge Fund Index (“Broad Index”) finished down 0.75% in November (based on 80% of assets in the index reporting).
The Dow Jones Credit Suisse Core Hedge Fund Index provides the benefit of daily published index values which enable investors to track the impact of market events on the hedge fund industry. November, October and year-to-date 2011 performances are listed below and are available at www.hedgeindex.com.
Index
Nov 11
Oct 11
2011 YTD
Dow Jones Credit Suisse Core Hedge Fund Index
-0.95%
1.85%
-7.03%
Convertible Arbitrage
-2.35%
-0.52%
-8.84%
Emerging Markets
-1.43%
1.73%
-2.56%
Event Driven
-0.76%
2.66%
-11.68%
Fixed Income Arbitrage
-0.87%
0.18%
-0.86%
Global Macro
-1.43%
1.84%
-10.43%
Long/Short Equity
-0.94%
5.27%
-5.27%
Managed Futures
0.52%
-5.07%
-4.69%
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