Dow Jones Credit Suisse Hedge Fund Index Finished Up 1.04% in September
Press release from the issuing company
Tuesday, October 16th, 2012
The Dow Jones Credit Suisse Hedge Fund Index finished up 1.04% for the month of September.
Performance for the Broad Index and its 10 sub-strategies is calculated monthly. September, August and YTD 2012 performance numbers are listed below and are available at www.hedgeindex.com.
|
Index |
Sep-12 |
Aug-12 |
2012 YTD |
|
Broad Index |
1.04% |
0.84% |
5.61% |
|
Convertible Arbitrage |
0.40% |
0.44% |
5.86% |
|
Dedicated Short Bias |
-3.78% |
-4.25% |
-17.56% |
|
Emerging Markets |
2.21% |
0.84% |
6.17% |
|
Equity Market Neutral |
0.56% |
1.25% |
0.02% |
|
Event Driven |
1.67% |
1.18% |
7.19% |
|
Distressed |
1.78% |
0.88% |
8.28% |
|
Event Driven Multi-Strategy |
1.62% |
1.32% |
6.70% |
|
Risk Arbitrage |
0.41% |
0.52% |
1.01% |
|
Fixed Income Arbitrage |
1.26% |
1.02% |
8.82% |
|
Global Macro |
0.60% |
0.38% |
3.28% |
|
Long/Short Equity |
1.57% |
1.51% |
5.97% |
|
Managed Futures |
-1.37% |
-1.55% |
0.12% |
|
Multi-Strategy |
0.80% |
1.36% |
8.23% |
The following fund was dropped from the Dow Jones Credit Suisse Hedge Fund Index in September: Hermitage Fund.
