Index | Month to Date | Year to Date |
|---|---|---|
| HFRX Global Hedge Fund Index (May) | 1.26% | 5.08% |
| Dow Jones Credit Suisse Core Hedge Fund Index (May) | 1.25% | 4.11% |
| Hennessee Hedge Fund Index (April) | 0.28% | 5.09% |
| S&P 500 (May) | 3.31% | 15.73% |
| Greenwich Global Hedge Fund Index (April) | 0.8% | 4.4% |
| Barclay Hedge Fund Index (April) | 0.49% | 4.69% |
A number of service providers measure various aspects of our industry. Below, please find some of the most followed indices of the hedge fund industry.
| HFRX Indices Daily Performance – 2013-05-21 | |||||
|---|---|---|---|---|---|
| DTD | MTD | YTD | INDEX VALUE | ||
| HFRX Global Hedge Fund Index | -0.11% | 1.26% | 5.08% | 1206.70 | |
| HFRX Equal Weighted Strategies Index | -0.08% | 1.04% | 4.48% | 1176.62 | |
| HFRX Market Directional Index | -0.36% | 1.35% | 7.75% | 1139.59 | |
| HFRX Equity Hedge Index | -0.32% | 1.74% | 7.57% | 1128.02 | |
| HFRX Event Driven Index | 0.04% | 2.27% | 8.73% | 1506.08 | |
| HFRX Macro/CTA Index | -0.24% | -0.09% | 0.45% | 1159.53 | |
| HFRX Relative Value Arbitrage Index | 0.05% | 0.95% | 3.13% | 1205.63 | |
| HFRX RV: FI-Convertible Arbitrage Index | -0.10% | 2.22% | 8.32% | 760.78 | |
| Source: Hedge Fund Research, Inc. www.hedgefundresearch.com | |||||
Index | MAY | YTD |
|---|---|---|
| Dow Jones Credit Suisse Core Hedge Fund Index | 1.25% | 4.11% |
| Convertible Arbitrage | 1.25% | 4.09% |
| Emerging Markets | 0.56% | 2.84% |
| Event Driven | 2.98% | 7.50% |
| Fixed Income Arbitrage | -1.82% | -2.74% |
| Global Macro | 0.99% | 2.44% |
| Long/Short Equity | 3.14% | 7.24% |
| Managed Futures | -0.42% | 5.68% |
Source: Dow Jones Credit Suisse Core Hedge Fund Index
“The Dow Jones Credit Suisse Hedge Fund Index(es)SM are calculated, distributed and marketed by Dow Jones Indexes, the marketing name and a licensed trademark of CME Group Index Services LLC (“CME Indexes”), and have been licensed for use. “Dow Jones Indexes” and “Dow Jones Credit Suisse Hedge Fund IndexesSM” are service marks of Dow Jones Trademark Holdings, LLC or Credit Suisse AG, as the case may be. All content of the Dow Jones Credit Suisse Hedge Fund Indexes are proprietary to CME Indexes and Credit Suisse Index Co., Inc.”
2013 (Net) | YTD | YTD RANK | APR |
|---|---|---|---|
| Hennessee Hedge Fund Index | 5.09% | 0.28% | |
| Long/Short Equity Index | 5.71% | 2 | -0.17% |
| Arbitrage/Event Driven Index | 4.52% | 3 | 0.87% |
| Global/Macro Index | 5.07% | 1 | 0.80% |
| Asia-Pacific Index | 8.72% | 2 | 1.88% |
| Convertible Arbitrage Index | 1.65% | 18 | -0.04% |
| Distressed Index | 5.47% | 9 | 1.62% |
| Emerging Markets Index | 3.12% | 15 | 0.73% |
| Europe Index | 2.98% | 16 | -2.80% |
| Event Driven Index | 6.16% | 6 | 1.08% |
| Financial Equities Index | 7.72% | 3 | 0.67% |
| Fixed Income Index | 5.86% | 7 | 0.22% |
| Growth Index | 4.97% | 10 | -0.08% |
| Healthcare and Biotech Index | 12.44% | 1 | 1.67% |
| High Yield Index | 3.14% | 14 | 1.03% |
| International Index | 7.30% | 4 | 1.37% |
| Latin America Index | 5.57% | 8 | --- |
| Macro Index | 2.32% | 17 | 0.06% |
| Market Neutral Index | -0.17% | 22 | -1.83% |
| Merger Arbitrage Index | 3.85% | 12 | 1.29% |
| Multiple Arbitrage Index | 4.12% | 11 | 0.97% |
| Opportunistic Index | 1.53% | 19 | -2.44% |
| Pipes/Private Financing Index | 1.20% | 21 | --- |
| Short Biased Index | -7.23% | 23 | -1.26% |
| Technology Index | 3.69% | 13 | -0.70% |
| Telecom and Media Index | 1.30% | 20 | --- |
| Value Index | 6.37% | 5 | -0.32% |
Source: Hennessee Group LLC
Date Updated - 05/23/2013 |
|
|---|---|
| Open | 1651.62 |
| High | 1655.50 |
| Low | 1635.53 |
| Close | 1650.51 |
| Daily Percent Change | -0.29% |
| Week to Date Percent Change | -1.02% |
| Month to Date Percent Change | 3.31% |
| Year to Date Percent Change | 15.73% |
The market data is the property of CME Group Inc. and its licensors. All rights reserved.
Index | APR | YTD |
|---|---|---|
| Greenwich Global Hedge Fund Index | 0.8% | 4.4% |
| Equity Market Neutral | 0.0% | 2.2% |
| Event-Driven | 1.5% | 5.7% |
| Arbitrage | 0.8% | 4.0% |
| Growth | 0.1% | 5.6% |
| Opportunistic | 0.4% | 3.7% |
| Short-Biased | -4.8% | -10.3% |
| Value | 0.7% | 6.8% |
| Futures | 1.2% | 1.9% |
| Macro | 1.7% | 4.4% |
| Long-Short Credit | 0.8% | 3.0% |
| Multi-Strategy | 1.1% | 3.9% |
| Developed Markets Composite | 0.8% | 4.8% |
| Emerging Markets Composite | 0.7% | 2.4% |
Indices provided by Greenwich Alternative Investments www.greenwichai.com.
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