Hedge Funds Performance

Absolute Return May Indices

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May is shaping up to be one of the best months for hedge funds in a decade. The Absolute Return Composite Index gained 3.1% for the month – its best month ever. Mortgage-backed securities also reported their best month ever by far – up 10.33%.

Here are the early estimates for the Absolute Return indices for May based on the first 464 funds reporting.

HedgeFund Intelligence reports regularly 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


 

Medians

Mean

Strategy

May-09

YTD

May-09

YTD

Arbitrage

0.20%

3.65%

1.59%

10.19%

Commodities

4.36%

2.87%

15.80%

14.00%

Convertible & Equity Arbitrage

5.09%

20.02%

6.46%

20.56%

Credit

2.78%

6.91%

2.66%

7.89%

CTAs

2.29%

-0.41%

5.03%

3.13%

Distressed

4.38%

8.88%

7.79%

11.43%

Event Driven

2.20%

7.83%

6.79%

16.57%

Fixed Income

2.64%

6.61%

2.58%

7.23%

Global Equity

4.89%

9.01%

7.79%

13.52%

Latin American Debt

3.37%

8.84%

4.02%

11.23%

Latin American