Performance

Absolute Return indices: July another good month

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Here are the early estimates for the Absolute Return indices for July based on the first 457 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

Means

Strategy

Jul-09

YTD

Jul-09

YTD

Arbitrage

0.05%

5.92%

0.57%

14.15%

Commodities

0.12%

0.29%

-0.03%

4.29%

Convertible & Equity Arbitrage

6.80%

29.67%

6.84%

32.12%

Credit

2.08%

11.27%

1.78%

15.07%

CTAs

0.09%

-1.04%

-0.45%

-0.31%

Distressed

4.24%

14.66%

4.80%

16.51%

Event Driven

2.80%

12.91%

3.72%

21.81%

Fixed Income

0.51%

7.81%

1.64%

10.41%

Global Equity

1.70%

10.07%

2.02%

13.86%

Latin American Debt

2.37%

12.97%

2.05%

15.01%

Latin American Equity

3.90%

17.61%

5.07%

28.81%

Macro

0.11%

1.91%

-0.46%

1.74%

Mortgage Backed

2.03%

8.69%

2.37%

15.90%

Multistrategy

1.14%

10.11%

2.01%

12.60%

Technology

4.95%

15.55%

5.25%

20.36%

U.S. Equity

1.90%

8.45%

2.12%

12.79%

Composite

1.17%

7.73%

1.77%

11.64%