Hedge funds fall 0.37% in November

By Josh Friedlander

Wed Dec 7, 2011

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Full index stats and benchmarks for November hedge fund performance are now live from HedgeFund Intelligence.


Hedge funds dropped in November, significantly outperforming the major market indices, though giving back the gains they had earned the previous month. The HedgeFund Intelligence Global Composite Index dropped 0.37% against a 2.44% loss in the MSCI World Index (net).

The Emerging Market Debt and Macro Indices are the only indices to rise in November and are the only two that are positive for the year. Emerging market debt funds rose 0.33% in November (2.81% YTD), while macro funds gained 0.20% (1.52% YTD). The worst performing global index for the year, Emerging Market Equity, is down 13.04% through November following a loss of 3.21% for the month.

HedgeFund Intelligence Indices

Median Hedge Fund Returns by region

Region Database
(click for full stats)
November YTD
Asia AsiaHedge -1.62% -5.21%
Europe EuroHedge -0.05% -2.16%
U.S. AR -0.31% -0.56%
UCITS Absolute UCITS -1.00% -3.94%
Funds of Funds InvestHedge -0.90% -4.14%
Global Composite HedgeFund Intelligence -0.37% -1.74%

Global Benchmarks

Index November YTD
MSCI World Index -2.44% -5.49%
Dow Jones Industrial Average 0.76%
4.04%
S&P 500*
-0.22% 1.08%
NASDAQ Composite -2.39% -1.23%
MSCI Europe Index -1.25% -10.22%
MSCI Pacific Free Index -5.44% -13.87%
Barclays High Yield Credit Bond Index not available not available
Barclays Aggregate Bond Index not available not available
* total return

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.

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