Performance

Absolute Return January Indices

by

Here are the earliest estimates for the Absolute Return indices for the month of January based on the first 325 funds reporting.

HedgeFund Intelligence has begun reporting updated performance figures for all of its global indices on our web site. For updated Absolute Return index figures, please visit http://www.hedgefundintelligence.com/ar/Indices.aspx 

Jan-09

Strategy

Median

Mean

Arbitrage

0.65%

0.85%

Commodities

-0.40%

-0.40%

Convertible & Equity Arbitrage

3.61%

3.53%

Credit

1.69%

2.65%

CTAs

-0.42%

-1.07%

Distressed

-0.20%

-0.20%

Event Driven

3.20%

3.44%

Fixed Income

2.90%

2.93%

Global Equity

-0.70%

0.63%

Latin American Debt

1.59%

1.43%

Latin American Equity

0.30%

0.78%

Macro

-0.27%

-0.66%

Mortgage Backed

1.12%

1.72%

Multistrategy

1.72%

1.44%

Technology

0.04%

2.57%

U.S. Equity

1.00%

1.66%

Composite

0.62%

0.72%