Fri, Aug 28, 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. Commodities - Commodity hedge funds lose most in three years as rout deepens, Funds bet on Shell deal as oil prices plunge[more]

    Commodity hedge funds lose most in three years as rout deepens From Bloomberg.com: Hedge funds betting on commodities lost the most in almost three years in July as the price-rout deepened. Funds lost money for a third month, according to the Newedge Commodity Trading Index, which was re

  2. Investing - Hedge funds suddenly find real money is back in Argentina's debt, Elon Musk buys more SolarCity stock following hedge fund manager short, BlackRock plans to get into rental-home financing[more]

    Hedge funds suddenly find real money is back in Argentina's debt From Bloomberg.com: The real money is back in Argentina. Before the country’s default in July 2014 (its second in 13 years), most long-term investors abandoned its bond market. As they rushed out, Argentina became a favorit

  3. JTC acquires Kleinwort Benson’s fund administration business[more]

    Bailey McCann, Opalesque New York: JTC has completed the acquisition of Kleinwort Benson’s fund administration business, boosting assets under administration (AuA) to $56 billion. Kleinwort Benson is based in the Channel Islands, South Africa. The transaction, which relates to the whole of K

  4. Performance - Hedge funds set to bank millions by short selling during London share slump, The China market chaos has made this hedge fund its most money in 2 years, Odey hedge fund said to surge 9% betting against China, Hedge funds with long-held bearish views on China rack up profits, Hedge funds in U.S. seen curbing damage from August turbulence, Hedge funds collect on their predictions of a fall, How did managed futures do while the Dow was down 1000[more]

    Hedge funds set to bank millions by short selling during London share slump From TheGuardian.com: Hedge funds are set to bank tens of millions of pounds from the slump in share prices in London, having bet almost £18bn that the FTSE 100 would fall. The funds making the bets include Lansd

  5. Opalesque Exclusive: John C Head IV leaves alternative investment firm Gallery Capital, David Harrison joins as co-CIO[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: John C Head IV, former president and co-founder of Gallery Capital Management, an alternative inv

 

banner