Hedge Fund Index Finished Down 0.40% in June
Press release from the issuing company
Tuesday, July 17th, 2012
The Dow Jones Credit Suisse Hedge Fund Index finished down 0.40% for the month of June.
Performance for the Broad Index and its 10 sub-strategies is calculated monthly.
|
Index |
Jun-12 |
May-12 |
2012 YTD |
|
Broad Index |
-0.40% |
-1.33% |
2.20% |
|
Convertible Arbitrage |
0.33% |
-0.84% |
4.08% |
|
Dedicated Short Bias |
-2.72% |
9.03% |
-10.13% |
|
Emerging Markets |
-0.13% |
-3.79% |
2.02% |
|
Equity Market Neutral |
0.93% |
-3.18% |
-1.37% |
|
Event Driven |
-0.18% |
-1.32% |
3.44% |
|
Distressed |
-0.23% |
-1.24% |
4.47% |
|
Event Driven Multi-Strategy |
-0.16% |
-1.36% |
2.95% |
|
Risk Arbitrage |
0.53% |
-1.53% |
0.59% |
|
Fixed Income Arbitrage |
0.76% |
0.24% |
4.69% |
|
Global Macro |
-1.37% |
0.19% |
0.14% |
|
Long/Short Equity |
0.35% |
-4.53% |
2.21% |
|
Managed Futures |
-3.56% |
2.38% |
-1.50% |
|
Multi-Strategy |
0.48% |
-1.17% |
4.59% |
The following funds have been dropped from the Dow Jones Credit Suisse Hedge Fund Index in June: Cura Fixed Income Arbitrage Master Fund Ltd, Restoration Holdings Ltd., SuttonBrook Capital Portfolio L.P., and Teleos Master Fund Ltd.
There have not been any funds added to the Dow Jones Credit Suisse Hedge Fund Index in June.
