Hedge funds declined 0.67% in May

Mon Jun 11, 2012

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The Global Composite is up 2.58% for the year.

The Hedge Fund Intelligence Global Composite Index fell 0.67% in May. Funds trading the Asian markets suffered the most, with the AsiaHedge Composite Index dropping 2.62%. Despite losses, funds still handily outperformed their equity benchmarks, with the MSCI World Index (net) falling 8.63% for the month.

Managed Futures was the month's best strategy globally, gaining 2.15% after two consecutive negative months, which pushed the strategy's year to date gain to 1.97%. Emerging Market Equity was the worst performing strategy, falling  5.29%, which cut its return to 1% for the year.

Note: These indices were accurate as of June 11. For the most recent performance statistics, please click on the links in the table below to the individual databases. For a complete list of the top performing funds in each strategy, please visit the HedgeFund Intelligence Database.

HedgeFund Intelligence Indices

Median Hedge Fund Returns by region

Region Database
(click for full stats)
Asia AsiaHedge -2.62% 1.32%
Europe EuroHedge -0.38% 2.28%
U.S. AR -0.64% 2.75%
UCITS Absolute UCITS -1.42% 0.83%
Funds of Funds InvestHedge -1.00% 1.27%
Global Composite HedgeFund Intelligence -0.67% 2.58%

Global Benchmarks

Index May YTD
MSCI World Index -8.63% 0.78%
Dow Jones Industrial Average -6.21%
S&P 500*
-6.01% 5.15%
NASDAQ Composite -7.19% 8.53%
MSCI Europe Index -6.53% -1.92%
MSCI Pacific Free Index -10.06% -1.32%
Barclays High Yield Credit Bond Index -1.31% 5.05%
* 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.

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 nearly 15,000 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.

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