EuroHedge Composite flat after a volatile month


The EuroHedge Composite index was flat in March, returning -0.01% on a median basis and -0.26% on a mean basis – after a month in which global markets were buffeted by events in Libya, the disasters in Japan and an array of macro-economic concerns.

The worst performer was managed futures – where the median was down 1.85% – while the median returns for European equity, macro, fixed-income, global equity and event-driven were all slightly negative.

Convertible arbitrage, equity market-neutral/quant, credit, currency, multi-strat, emerging market debt and emerging market equity all had positive median returns