Flat EH index return in March masks broad dispersion

Thu Apr 14, 2011

European hedge funds appear to have come through a torrid month in March largely unscathed, although the flat overall index performance masks very broad dispersion in terms of individual fund returns – with many big outliers on both the positive and negative sides.

With numbers for March now in for about 75% of the funds in the EuroHedge database, the EuroHedge Composite index is showing a provisional median return of just -0.05% for March – after a month in which global markets were buffeted by events in Libya and the Arab world, the disasters in Japan and an array of macro-economic concerns.

The worst performing strategy, as expected, was managed futures – where the median is showing a loss of 2% on the month at this point – while the median return for long/short European equity is also down on the month.

Convertible arbitrage, equity market-neutral/quant, credit, currency and emerging market debt...

ISSN: 2151-1845 / CDC10004H


The full contents of this article are only available to active EuroHedge subscribers and trialists.

To continue reading please,
take a free trialsubscribe or log in to EuroHedge.


Subscribers have unlimited access to all current content, including hedge fund performance Live League Tables. Start your subscription today - click on the button below.

Subscribe now

Popular Searches on HFI