Hedge funds flat in June

Mon Jul 9, 2012

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The Global Composite is up 1.93% for the year.


The Hedge Fund Intelligence Global Composite Index rose 0.04% in June, bringing it up 1.93% for the year, substantially trailing global indices. The MSCI World Index was up 5.10% net in June for a 5.91% gain for the year.

Most strategies rose, but macro and managed futures funds fell 1.53% and 2.91%, respectively. It was the worst month for managed futures funds since May 2011. 

Note: These indices were accurate as of July 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)
June
YTD
Asia AsiaHedge 0.09% 1.03%
Europe EuroHedge -0.18% 1.31%
U.S. AR 0.13% 2.47%
UCITS Absolute UCITS 0.23% 0.96%
Funds of Funds InvestHedge -0.57% 0.68%
Global Composite HedgeFund Intelligence 0.04% 1.93%

Global Benchmarks

Index June YTD
MSCI World Index 5.10% 5.91%
Dow Jones Industrial Average 3.93%
5.42%
S&P 500*
4.12% 9.48%
NASDAQ Composite 3.81% 12.66%
MSCI Europe Index 7.93% 5.86%
MSCI Pacific Free Index 5.56% 4.17%
Barclays Aggregate Bond Index 0.04% 2.37%
* 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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