Fri, May 6, 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. Comment - Unmasking the men behind Zero Hedge, Wall Street's renegade blog[more]

    From Bloomberg.com: Colin Lokey, also known as "Tyler Durden," is breaking the first rule of Fight Club: You do not talk about Fight Club. He’s also breaking the second rule of Fight Club. (See the first rule.) After more than a year writing for the financial website Zero Hedge under the n

  2. Opalesque Exclusive: Hedge fund talent, fees take a hit at the Milken Global Conference[more]

    Bailey McCann, Opalesque New York: It's been a rough year for hedge funds and now, even other managers are panning them. "Frankly, I’m blown away by the lack of talent," was Point 72 CEO Steven Cohen's assessment of trying to find candidates to hire in the investment business at a panel o

  3. Hedge funds fell in April as alternative UCITS surge in Europe[more]

    Komfie Manalo, Opalesque Asia: Hedge funds shed more in April with the Lyxor Hedge Fund Index down 0.9% during the month (-2.8% YTD), but there was some good news with alternative UCITS showing strong inflows in Europe. In its Weekly Briefing, Lyxo

  4. Global hedge funds recover in April on resurging energy commodities[more]

    Komfie Manalo, Opalesque Asia: Global hedge funds recovered in April with the HFRX Global Hedge Fund Index gaining +0.41% last month (-1.47% YTD), while the HFRX Market Directional Index gained +5.31% during the same

  5. AIG lost $349m in hedge fund portfolio in Q1[more]

    Komfie Manalo, Opalesque Asia: Large US insurance group AIG lost a net $183m for the first quarter 2016, year-on-year. The group blames the loss on the impact of market volatility on investments, as well as net realised capital losses and restructuring costs. Its hedge fund portfolio made a n