Hedge Fund Index Closed Down 0.45% in June

Press release from the issuing company

Wednesday, July 11th, 2012

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.

 

Index

Jun-12

May-12

YTD 2012

Dow Jones Credit Suisse Core Hedge Fund Index

-0.45%

-1.50%

0.42%

Convertible Arbitrage

-0.77%

-1.06%

3.98%

Emerging Markets

-0.09%

-2.33%

-0.18%

Event Driven

-0.70%

-2.25%

0.67%

Fixed Income Arbitrage

0.92%

-1.14%

1.48%

Global Macro

0.15%

-0.45%

2.18%

Long/Short Equity

0.02%

-5.08%

-3.15%

Managed Futures

-3.37%

3.52%

-0.34%