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MFA Home » Industry Resources » Global Hedge Fund Index Center

Global Hedge Fund Index Center

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

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

Dow Jones Credit Suisse Core Hedge Fund Indexes

Index
MAY
YTD
Dow Jones Credit Suisse Core Hedge Fund Index1.25%4.11%
Convertible Arbitrage1.25%4.09%
Emerging Markets0.56%2.84%
Event Driven2.98%7.50%
Fixed Income Arbitrage-1.82%-2.74%
Global Macro0.99%2.44%
Long/Short Equity3.14%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.”

Hennessee Group Index

2013 (Net)
YTD
YTD RANK
APR
Hennessee Hedge Fund Index5.09%0.28%
Long/Short Equity Index5.71%2-0.17%
Arbitrage/Event Driven Index4.52%30.87%
Global/Macro Index5.07%10.80%
Asia-Pacific Index8.72%21.88%
Convertible Arbitrage Index1.65%18-0.04%
Distressed Index5.47%91.62%
Emerging Markets Index3.12%150.73%
Europe Index2.98%16-2.80%
Event Driven Index6.16%61.08%
Financial Equities Index7.72%30.67%
Fixed Income Index5.86%70.22%
Growth Index4.97%10-0.08%
Healthcare and Biotech Index12.44%11.67%
High Yield Index3.14%141.03%
International Index7.30%41.37%
Latin America Index5.57%8---
Macro Index2.32%170.06%
Market Neutral Index-0.17%22-1.83%
Merger Arbitrage Index3.85%121.29%
Multiple Arbitrage Index4.12%110.97%
Opportunistic Index1.53%19-2.44%
Pipes/Private Financing Index1.20%21---
Short Biased Index-7.23%23-1.26%
Technology Index3.69%13-0.70%
Telecom and Media Index1.30%20---
Value Index6.37%5-0.32%

Source: Hennessee Group LLC

S&P 500 Index

Date Updated - 05/23/2013
Open1651.62
High1655.50
Low1635.53
Close1650.51
Daily Percent Change-0.29%
Week to Date Percent Change-1.02%
Month to Date Percent Change3.31%
Year to Date Percent Change15.73%

The market data is the property of CME Group Inc. and its licensors. All rights reserved.

Greenwich Global Hedge Fund Index

Index
APR
YTD
Greenwich Global Hedge Fund Index0.8%4.4%
Equity Market Neutral0.0%2.2%
Event-Driven1.5%5.7%
Arbitrage0.8%4.0%
Growth0.1%5.6%
Opportunistic0.4%3.7%
Short-Biased-4.8%-10.3%
Value0.7%6.8%
Futures1.2%1.9%
Macro1.7%4.4%
Long-Short Credit0.8%3.0%
Multi-Strategy1.1%3.9%
Developed Markets Composite0.8%4.8%
Emerging Markets Composite0.7%2.4%

Indices provided by Greenwich Alternative Investments www.greenwichai.com.


 
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