Nearly 60% of hedge funds lost money in 2011, according to
preliminary data from the
HedgeFund Intelligence Database, which has received yearend
performance reports from 31% of its listed funds.
The HedgeFund Intelligence Global Composite Index ended 2011
down 1.91% after a slight gain of 0.06% in December. That
compares with a 0.06% loss for the MSCI World Index, which
ended the year down 5.54%. The
Global Equity Index fell 0.30% in December, bringing it
down 4.39% for the year.
Emerging Market Equity funds fell 1.50%, making them the worst
global performers of the month.
Managed Futures funds were down 2.52% for the year, the first
time that index has produced a losing year (HedgeFund
Intelligence began collecting data in 1998).
Macro funds gained 1.56% in 2011, making it the only index
to have never suffered a losing year.
Median Hedge Fund Returns by region
|MSCI World Index
|Dow Jones Industrial Average
|MSCI Europe Index
|MSCI Pacific Free Index
|Barclays High Yield Credit Bond Index
|Barclays Aggregate Bond Index
HedgeFund Intelligence data associate Amal Robleh
contributed to this article.
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