Sun, Apr 26, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Greenwich Investable Hedge Fund Index up 0.99% in February, 1.58% YTD

Friday, March 25, 2011
Opalesque Industry Update - The Greenwich Composite Investable Index built on its success in January with its second month of gains in 2011. The monthly redemption Composite Index advanced by 99 basis points while the quarterly exit Index gained 1.09%.

All Greenwich Investable Indices moved higher for the month, boosted by positive global equity and fixed income markets. Managed Futures funds were the best performing group of managers in February as the Investable Futures Index gained 2.59%. The Greenwich Long-Short Equity Investable Index also advanced by 0.67%.

For more in-depth commentary on hedge fund strategies in February, the Greenwich Hedge Fund Strategy and Market Review is available at www.greenwichai.com.

Greenwich Investable Hedge Fund Index Performance at a Glance
  Total Return Annualized from Inception Inception Date

Feb11 Jan11 YTD CAR S.Dev
Greenwich Investable Index -
Monthly Liquidity
0.99% 0.59% 1.58% 4.09% 5.97% 01/01/03
Greenwich Investable Index - Quarterly Liquidity 1.09% 0.80% 1.90% 9.34% 3.72% 01/01/10







Arbitrage 0.43% 1.89% 2.33% 13.59% 6.17% 01/01/10







Equity Market Neutral 0.97% -0.11% 0.86% 4.83% 3.13% 01/01/10







Event-Driven 0.91% 1.09% 2.01% 6.89% 5.96% 01/01/10







Futures 2.59% -0.31% 2.27% 11.80% 10.13% 01/01/10







Long-Short Credit 0.64% 1.68% 2.33% 9.43% 6.55% 01/01/10







Long-Short Equity  0.67% 1.21% 1.89% 7.12% 7.55% 01/01/03







Macro 0.49% -0.50% -0.01% 9.94% 3.92% 01/01/10







Comparative Benchmarks Statistics Start Date
MSCI WEI 3.33% 2.20% 5.60% 5.31% 15.33% 01/01/03
S&P 500 TR 3.43% 2.37% 5.88% 10.11% 15.68% 01/01/03
Barclay's Aggregate Bond  0.25% 0.12% 0.37% 8.29% 5.67% 01/01/03

About the Greenwich Investable Hedge Fund Index
The Greenwich Investable Hedge Fund Indices are specifically designed to capture the returns of the hedge fund universe. They are comprehensive in design and cover a wide spectrum of hedge fund strategies, providing investors with innovative and efficient access to hedge fund beta. Final index results for February will be available Mid-April, once all managers have submitted final returns. The indices reference actual hedge fund vehicles as opposed to separately managed accounts or other methods used in an attempt to replicate the returns of hedge fund vehicles. The Indices are reported monthly net of a 0.083% per period index calculation fee. Past performance and index construction rules for all Greenwich Hedge Fund Indices may be viewed at www.greenwichai.com.

About Greenwich Alternative Investments
Greenwich Alternative Investments, LLC (and its affiliates) manages one of the world’s largest hedge fund databases and is among the oldest providers of hedge fund indices, research, analytics, and manger data to institutional investors worldwide.

- FG

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. U.S. does not want hedge funds to invest in offshore re-insurers for tax purposes[more]

    Komfie Manalo, Opalesque Asia: The U.S. Treasury Department on Thursday introduced a new rule aimed at limiting hedge funds’ ability to reduce their tax bills by investing in insurance companies in offshore tax havens. As a general rule, the U.S. tax laws does not allow hedge funds to use off

  2. Ruling: Hedge funds suing Argentina can have access to bond offering details[more]

    Komfie Manalo, Opalesque Asia: U.S. District Judge Thomas Griesa in Manhattan ruled yesterday that hedge funds are entitled to details of a recent bond offering by Buenos Aires, reports

  3. Fund managers express concern of overvaluation in both equity and bond markets[more]

    Komfie Manalo, Opalesque Asia: According to the BofA Merrill Lynch Fund Manager Survey, investors see growing overvaluations in both

  4. Update: Wall Street has strong feelings about Jon Corzine trying to make a comeback[more]

    From Businessinsider.com.au: Former New Jersey Governor Jon Corzine is thinking about starting his own hedge fund, according to the Wall Street Journal, and because of the way his last firm imploded, Wall Street has strong feelings about that. “Truth is the larger seeders would never give him money

  5. Opalesque Exclusive: Cybersecurity and hedge funds - A manager’s experience, Part Four[more]

    Benedicte Gravrand, Opalesque Geneva: Ruane, Cunniff and Goldfarb, Inc. used to have their own IT infrastructure. Todd Ruoff, Executive Vice President in charge of trading, operations and technology, was responsible for its maintenance. Then he started looking at outsourced providers a couple of

 

banner