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Dow Jones Credit Suisse Hedge Fund Index up 2.34% in January

Wednesday, February 15, 2012
Opalesque Industry Update – The Dow Jones Credit Suisse Hedge Fund Index (the “Broad Index”) finished up 2.34% for the month of January. All other strategy indices were up too, expect for Dedicated Short Bias.


Performance for the Broad Index and its 10 sub-strategies is calculated monthly. December 2011, January and YTD 2012 performance numbers are listed below and here: Source. They are also available at www.hedgeindex.com.

Category

Jan 2012

Dec 2011

YTD 12

Dow Jones Credit Suisse Hedge Fund Index

2.34%

-0.22%

2.34%

Convertible Arbitrage

2.36%

0.62%

2.36%

Dedicated Short Bias

-7.58%

1.65%

-7.58%

Emerging Markets

3.74%

-0.70%

3.74%

Equity Market Neutral

0.17%

-0.49%

0.17%

Event Driven

2.80%

-0.81%

2.80%

      Distressed

2.40%

-0.05%

2.40%

      Multi-Strategy

3.03%

-1.25%

3.03%

      Risk Arbitrage

0.97%

-0.39%

0.97%

Fixed Income Arbitrage

1.17%

0.38%

1.17%

Global Macro

1.22%

0.43%

1.22%

Long/Short Equity

3.91%

-0.88%

3.91%

Managed Futures

1.15%

0.79%

1.15%

Multi-Strategy

2.47%

0.14%

2.47%

 

 

 

 

The following funds are no longer reporting to the Dow Jones Credit Suisse Hedge Fund Index: Marathon Global Equity Master Fund, S.A.C. Capital International Ltd, Rising China Fund, MBS Fund GAMMA/CASPIAN, Rodinia Master Fund Ltd, Boyer Allan Greater China Fund, and Boyer Allan Pacific Fund.

The following funds have been added to the Dow Jones Credit Suisse Hedge Fund Index: Shoreline Fund, OCCO Eastern European Fund, Abaco Financials Fund Limited, Paulson Gold Fund, Henderson Credit Alpha, Chenavari Structured Finance Strategy, Pine River Liquid Mortgage Fund, LiquidMacro Fund, DISCUS Managed Futures Program and Alphabet Fund.

BG

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