The Dow Jones Credit Suisse Core Hedge Fund Index Closed Down 0.45% in June

The Dow Jones Credit Suisse Core Hedge Fund Index closed down 0.45% in June as the index component strategies reported mixed results for June.



Dow Jones Credit Suisse Core Hedge Fund Index
-0.45%
Convertible Arbitrage
-0.77%
Emerging Markets
-0.09
Event Driven
-0.70%
Fixed Income Arbitrage
0.92%
Global Macro
0.15%
Long/Short Equity
0.02%
Managed Futures
-3.37%



Early estimates indicate the Dow Jones Credit Suisse Hedge Fund Index (“Broad Index”) finished down 0.19% in June (based on 66% of assets in the index reporting).



Strategy Estimates

Broad Benchmark Index
-0.19%
Convertible Arbitrage
0.56%
Dedicated Short Bias
-2.82%
Emerging Markets
0.60%
Equity Market Neutral
0.98%
Event Driven
0.40%
Distressed
0.05%
Event Driven Multi-Strategy
0.48%
Risk Arbitrage
0.66%
Fixed Income Arbitrage
0.71%
Global Macro
-1.16%
Long/Short Equity
0.66%
Managed Futures
-3.53%
Multi-Strategy
0.69%