Performance

May is best month ever for Absolute Return indices

by

Here are the estimates for the Absolute Return indices for May based on the first 892 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


 

Median

Mean

Strategy

May-09

YTD

May-09

YTD

Arbitrage

0.20%

3.65%

2.18%

10.19%

Commodities

3.02%

1.55%

9.54%

7.84%

Convertible & Equity Arbitrage

4.27%

19.08%

6.52%

20.63%

Credit

2.95%

7.08%

4.13%

9.43%

CTAs

2.09%

-0.60%

3.65%

1.78%

Distressed

4.53%

9.04%

6.36%

9.95%

Event Driven

2.59%

8.24%

6.39%

16.13%

Fixed Income

2.65%

6.62%

2.91%

7.58%

Global Equity

4.67%

8.78%

6.61%

12.28%

Latin American Debt

3.53%

9.01%

3.81%

11.01%

Latin American Equity

4.63%

13.41%

8.42%

22.06%

Macro

2.92%

3.07%

4.65%

4.02%

Mortgage Backed

1.27%

4.92%

4.39%

10.74%

Multistrategy

2.66%

7.08%

3.53%

8.67%

Technology

3.39%

9.42%

4.59%

12.90%

U.S. Equity

4.04%

7.25%

5.44%

10.86%

Composite

3.12%

6.13%

5.10%

9.63%