Fri, Feb 27, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

The Dow Jones Credit Suisse Hedge Fund Index down -0.22% in December (-2.52% in 2011)

Wednesday, January 18, 2012
Opalesque Industry Update - The Dow Jones Credit Suisse Hedge Fund Index finished down 0.22% for the month of December. Performance for the Broad Index and its 10 sub-strategies is calculated monthly.

The following funds are no longer reporting to the Dow Jones Credit Suisse Hedge Fund Index: CoreVest Partners LP, AM Investment Fund - Convertible Arbitrage, Russian Prosperity Fund, Brummer & Partners Manticore, Argo Global Special Situations Fund, Helios Strategic Fund, Wessex Asia Pacific Fund Limited, Hunter Global Investors Fund, FPP Emerging Hedge Fund I Ltd., and Dexia Double Alpha.

The Dow Jones Credit Suisse family of hedge fund indexes includes:

1. The Dow Jones Credit Suisse Hedge Fund Index, an asset-weighted benchmark that seeks to measure hedge fund performance and provide the most accurate representation of the hedge fund universe.

2. The Dow Jones Credit Suisse Core Hedge Fund Index, an investable, asset-weighted hedge fund index that seeks to provide broad representation of the liquid, investable hedge fund universe with limited platform bias. The index reflects the performance of managed accounts and other regulated fund structures sourced from across a range of platforms.

3. The Dow Jones Credit Suisse AllHedge Index, an investable index comprised of all 10 Dow Jones Credit Suisse AllHedge Strategy Indexes weighted according to the sector weights of the Broad Index.

4. The Dow Jones Credit Suisse Blue Chip Hedge Fund Index, an investable index comprised of 60 of the largest funds across the ten style-based sectors in the Broad Index.

5. The Dow Jones Credit Suisse LEA Hedge Fund Index, an asset-weighted, composite index which provides insight in to three specific regions of the emerging markets hedge fund universe (Latin America, EEMEA (Emerging Europe, Middle East and Africa) and Asia).

In accordance with the Dow Jones Credit Suisse Blue Chip Hedge Fund Index Rules and the Dow Jones Credit Suisse AllHedge Strategy Index Rules, Credit Suisse Hedge Index, LLC is publishing the following notice: The following funds are in a Special Rebalancing Situation (as defined in the Index Rules available on www.hedgeindex.com): Alexandra Global Investment Fund I Ltd., Bennelong Asia Pacific Multi Strategy Equity Master Fund Ltd., Canyon Value Realization Fund (Cayman) Ltd., Castlerigg International Limited, Contrarian Fund I Offshore Ltd., Deephaven Global Multi-Strategy Fund, Drawbridge Global Macro Fund Ltd. - SPV Assets, Firebird Avrora Fund Ltd, GLG European Long-Short (Special Assets) Fund, GLG Market Neutral Fund Side Pocket, JANA Offshore Partners Ltd., Jayhawk China Fund (Cayman) Ltd., Longacre International Ltd., Owl Creek Overseas Fund Ltd., Ramius Multi-Strategy Fund Ltd., Rohatyn Group Global Opportunity Fund Ltd., Seneca Capital International, Ltd. and Shepherd Select Asset Ltd. Full performance table:Source

(press release)

km

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. Opalesque Exclusive: Very small CTA averages 6.90% per month since April’14 inception[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: There aren’t many one-man shops around in the hedge fund world but we talked to one. Andrew S. Peskin, who is ba

  2. Investing - Top U.S. hedge funds cut Apple stakes ahead of all-time high, John Paulson holds gold ETF in Q4 but cuts back on some miners, Hedge funds exited tumbling oil company shares late last year, Some top investors exit Herbalife, Soros added shares in fourth quarter, Moore Capital boosts U.S. financial holdings, reduces China bets[more]

    Top U.S. hedge funds cut Apple stakes ahead of all-time high From Reuters.com: Top U.S. hedge fund management firms, including David Einhorn's Greenlight Capital and Philippe Laffont's Coatue Management, reduced their stakes in Apple Inc during the fourth quarter, ahead of the iPhone mak

  3. Opalesque Exclusive: Skënderbeg launches four single-manager funds with Your Wealth AG[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Skënderbeg Funds AGmvK, an investment fund for qualified investors under Liechtenstein law (umbrella fund),

  4. Opalesque Roundtable: Many Swiss investors are questioning the value proposition of hedge funds[more]

    Benedicte Gravrand, Opalesque Geneva: There is a well-known transition among investors in hedge funds between high-net-worth individuals and institutional investors, Ian Hamilton, head of the IDS Group, said during the recent

  5. UCITS HFS Index starts year on positive note with 1.09% gains in January[more]

    Komfie Manalo, Opalesque Asia: The UCITS HFS Index started the year on a positive note gains of 1.09% in January after finishing 2014 with a modest performance of 1.62%. Index provider 2n20 said th