Wed, Sep 28, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

RBC Hedge 250 Index up 2.2% (est.) in September, 2.54% YTD

Saturday, October 16, 2010
Opalesque Industry Update - RBC Capital Markets today reported that for the month of September 2010 the RBC Hedge 250 Index(R) had a net return of 2.20 per cent. This brings the year-to-date return of the Index to 2.54 per cent. These returns are estimated and will be finalized by the middle of next month. The return for August 2010 has been finalized at 0.12 per cent.

The RBC Hedge 250 Index is a non-investable benchmark of the performance of the hedge fund industry. The Index operates in accordance with a unique construction methodology. The Universe on which the Index is based currently consists of 3,791 hedge funds (excludes funds of hedge funds) with aggregate assets under management of $892 billion.

(press release)

For more information about the RBC Hedge 250 Index, including historical performance information, please visit www.rbchedge250.com


 

Index Level

Sep-10

Aug-10

YTD

ITD

RBC Hedge 250

122.19

2.20%

0.12%

2.54%

22.19%

Relative Value

 

 

 

 

Convertible Arbitrage

0.42%

0.62%

-1.45%

17.16%

Equity Market Neutral

1.92%

-0.73%

-0.72%

7.96%

Fixed Income Arbitrage

1.44%

1.40%

12.52%

26.11%

Tactical

 

 

 

 

Equity Long/Short

3.45%

-0.77%

1.12%

46.70%

Macro

1.21%

1.35%

1.58%

14.20%

Managed Futures

2.13%

3.39%

3.77%

63.81%

Event-Driven

 

 

 

 

Credit

1.81%

-0.36%

6.50%

7.83%

Mergers & Special Situations

3.54%

-0.79%

5.27%

37.38%

Multi-Strategy

 

 

 

 

Multi-Strategy

1.01%

0.30%

3.64%

3.69%

Table contains estimated returns, except for the August returns, which are final.
Inception date is July 1, 2005. Index Level at inception was 100.00.


Bg

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Nobel Sustainability Trust, Prince Albert II of Monaco help launch major new initiative to drive sustainable technologies[more]

    Matthias Knab, Opalesque: The Nobel Sustainability® Trust ("NST") is leading a major new initiative to finance, incubate and accelerate the development of clean technologies. The initiative will start with the formation of the Nobel Sustainability Fund® ("NSF"). NSF will drive faster access t

  2. Studies - Hedge funds’ study reveals vast disparity in types of investors securing side letter arrangements, Cambridge: Look to private investments for best access to LatAm growth[more]

    Hedge funds’ study reveals vast disparity in types of investors securing side letter arrangements A new study of the hedge fund space by industry law firm Seward & Kissel LLP reveals a wealth of information regarding established hedge fund managers’ use of side letters—special agreements

  3. Activist News - Caesars 'optimistic' on deal with hedge fund creditors[more]

    From Reuters.com: Caesars Entertainment Corp said on Monday it remains "optimistic" of reaching a $5 billion deal with the bulk of its creditors to push its main operating unit out of bankruptcy, but one hedge fund bondholder said it will pursue litigation. Caesars offered a sweetened $5 billion set

  4. Hedge funds recover from losses as central banks give markets a respite[more]

    Komfie Manalo, Opalesque Asia: The Lyxor Hedge Fund index was up 0.4% from the week ending September 20 (-2.4% YTD), supported by the willingness of central banks to remain accommodative, Lyxor Asset Management said in its weekly briefing. It ad

  5. Perry Capital closing flagship fund after almost three decades[more]

    From Blooomberg.com: Richard Perry, one of the biggest names in hedge funds, is calling it quits after 28 years. Perry, 61, is winding down his New York-based flagship fund as the industry confronts one of the most tumultuous periods in its history. In a letter to investors Monday, he said his style