Opalesque Industry Update – The Dow Jones Credit Suisse Hedge Fund Index (the "Broad Index") finished November down 0.79%.
Category
Nov 2011
Oct 2011
YTD 11
Dow Jones Credit Suisse Hedge Fund Index
-0.79%
1.73%
-2.31%
Convertible Arbitrage
-0.60%
1.18%
0.50%
Dedicated Short Bias
-0.17%
-9.59%
2.17%
Emerging Markets
-2.69%
3.70%
-6.03%
Equity Market Neutral
0.09%
2.76%
5.00%
Event Driven
-1.05%
2.56%
-8.35%
Distressed
-1.20%
1.99%
-4.19%
Multi-Strategy
-0.97%
2.90%
-10.85%
Risk Arbitrage
-0.27%
1.91%
1.19%
Fixed Income Arbitrage
0.50%
0.14%
4.29%
Global Macro
-0.03%
0.18%
5.98%
Long/Short Equity
-1.48%
4.45%
-6.48%
Managed Futures
0.18%
-5.06%
-4.94%
Multi-Strategy
-0.89%
2.05%
1.69%
Performance for the Broad Index and its ten sub-strategies is calculated monthly. November, October and YTD performance numbers are listed above and are available at www.hedgeindex.com.