Hedge funds fall 0.95% in June - HFI

By Josh Friedlander

Thu Jul 7, 2011

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Full index stats and benchmarks are now live from HedgeFund Intelligence. Also, see links to the latest stories from EuroHedge, AsiaHedge, InvestHedge, AR and Absolute UCITS.

June was a difficult month for hedge funds, with most strategies suffering a loss. Managed futures funds fell the most of the global composite indices, dropping 1.90%.

• With its 0.95% drop, this is the worst June performance for the Global Composite since HedgeFund Intelligence began collecting performance data in 1998 (it's the worst month overall for the Composite since May 2010, when the index fell 2.12%).

• The Global Managed Futures Index was down 2.21% for the year, making this its worst first half since at least 1998.

Our indices are updated daily as new funds report to the HedgeFund Intelligence databases, which contain performance information for nearly 8,000 funds (and 2,700 firms) globally. Please view the individual indices (using the links below) for the most up-to-date performance data.

HedgeFund Intelligence Indices

Median Hedge Fund Returns by region

Region Database
(click for full stats)
June YTD
Asia AsiaHedge -0.65% 0.02%
Europe EuroHedge -1.17% 0.01%
U.S. AR -0.90% 1.79%
UCITS Absolute UCITS -0.87% -0.23%
Funds of Funds InvestHedge -0.62% 0.39%
Global Composite HedgeFund Intelligence -0.95% 0.78%

Global Benchmarks

Index June YTD
MSCI World Index -1.58% 5.29%
Dow Jones Industrial Average -1.24% 7.23%
S&P 500*
-1.67% 6.02%
NASDAQ Composite -2.18% 4.55%
MSCI Europe Index -1.61% 2.37%
MSCI Pacific Free Index 0.17% -2.02%
Barclays High Yield Credit Bond Index -0.97% 4.98%
Barclays Aggregate Bond Index -0.29% 2.74%
* total return

Hedge Fund News & Analysis

Click the headlines to load the full stories. Subscription or trial access is required unless otherwise noted.

European hedge fund news from EuroHedge

RAB unveils delisting, buyout plan as assets dive to $200m

JP Morgan launches full EMEA prime brokerage offering

Trafalgar’s Robinson opens Altana wealth preservation strategy

Asian hedge fund news from AsiaHedge

Triskele assets soar above $600 million

Indus reaches capacity in Asia Pacific fund

Gottex turns the spotlight on Asia

American hedge fund news from AR

Texas Teachers to double hedge fund allocation

Paulson explains $107m Sino-Forest loss

U.S. senators beat hedge funds at investing (FREE)

Hedge fund investor news from InvestHedge

Arizona Public Safety fund to add $75m

CalPERS continues hedge fund redemptions

Are corporate pensions turning into a traffic jam? (FREE)

Hedge fund UCITS news from Absolute UCITS

Man Group loses $1 billion in negative fund performance

JP Morgan launches global equity absolute alpha fund

Spectrum launches Russian equity long/short fund

About HedgeFund Intelligence

HedgeFund Intelligence is the largest provider of hedge fund news and data in the world, offering a range of products to the global hedge fund industry, its investors and related companies.

Our publications include AsiaHedge, EuroHedge, InvestHedge, AR and Absolute UCITS, which together provide comprehensive global coverage of hedge funds and their investors. Our databases list information on more than 13,000 hedge funds and funds of funds worldwide, allowing subscribers to search and sort by performance, size, investment terms, vendors employed and many other criteria. Using the performance reported by funds in our databases, HFI produces free hedge fund indices that are the industry's most accurate benchmarks. Our frequent special reports include in-depth analyses of various regions and sectors. Our conferences are renowned for the quality of the speakers and programming, and our objectively-determined annual awards are regarded as the most prestigious and accurate recognition of risk-adjusted performance.

For more information about HedgeFund Intelligence or any of its data, indices, newsletters & magazines, special reports or events, please contact Neil Wilson via email (nwilson@hedgefundintelligence.com) or at +44 (0) 20 7779 7359.

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