Hedge Funds Performance

Absolute Return releases final May indices

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Here are the final estimates for the Absolute Return indices for May based on 1,464 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 www.hedgefundintelligence.com/ar/Indices.aspx

 

Medians

Mean

Strategy

May-09

YTD

May-09

YTD

Arbitrage

1.16%

4.64%

3.15%

11.88%

Commodities

2.58%

1.11%

7.18%

5.52%

Convertible & Equity Arbitrage

3.87%

18.63%

5.27%

19.22%

Credit

3.03%

7.17%

5.13%

10.48%

CTAs

1.97%

-0.72%

2.93%

1.07%

Distressed

4.19%

8.68%

5.94%

9.51%

Event Driven

2.98%

8.65%

5.87%

15.57%

Fixed Income

2.65%

6.62%

3.03%

7.70%

Global Equity

4.00%

8.09%

5.84%

11.47%

Latin American Debt

3.68%

9.17%

4.10%

11.32%

Latin American Equity

3.41%

12.08%

7.31%

20.81%

Macro

2.15%

2.30%

3.93%

3.30%

Mortgage Backed

1.78%

5.44%

4.72%

11.09%

Multistrategy

2.73%

7.15%

3.53%

8.67%

Technology

3.28%

9.30%

4.36%

12.65%

U.S. Equity

2.98%

6.15%

4.88%

10.27%

Composite

2.88%

5.88%

4.65%

9.16%