Saturday, March 10, 2012

Early estimates: Dow Jones Credit Suisse Hedge Fund Index up 1.60% in February

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Early estimates indicate the Dow Jones Credit Suisse Hedge Fund Index (“Broad Index”) finished up 1.60% in February (based on 74% of assets in the index reporting).


Strategy Estimates - Feb-12


Broad Benchmark Index
1.60%
Convertible Arbitrage
1.92%
Dedicated Short Bias
-4.53%
Emerging Markets
3.37%
Equity Market Neutral
1.43%
Event Driven
1.44%
Distressed
1.70%
Event Driven Multi-Strategy
1.32%
Risk Arbitrage
0.95%
Fixed Income Arbitrage
1.09%
Global Macro
0.67%
Long/Short Equity
2.83%
Managed Futures
1.31%
Multi-Strategy
1.85%

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