Fri, Apr 28, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

RBC Hedge 250 Index up 0.36% in March, 3.35% YTD

Friday, April 13, 2012
Opalesque Industry Update - RBC Capital Markets today reported that for the month of March 2012 the RBC Hedge 250 Index® had a net return of 0.36 per cent. This brings the year-to-date return of the Index to 3.35 per cent. These returns are estimated and will be finalized by the middle of next month. The return for February 2012 has been finalized at 1.27 per cent.

The RBC Hedge 250 Index is a non-investable benchmark of the performance of the hedge fund industry. The Index operates in accordance with a unique construction methodology. The Universe on which the Index is based currently consists of 4,138 hedge funds (excludes funds of hedge funds) with aggregate assets under management of $990 billion.

 

Index Level

Mar-12

Feb-12

YTD

ITD

RBC Hedge 250

126.92

0.36%

1.27%

3.35%

26.92%

Relative Value

 

 

 

 

Convertible Arbitrage

0.44%

2.29%

6.85%

30.77%

Equity Market Neutral

-0.58%

0.17%

1.47%

10.99%

Fixed Income Arbitrage

1.40%

1.81%

5.27%

52.38%

Tactical

 

 

 

 

Equity Long/Short

0.62%

1.67%

4.58%

53.20%

Macro

-0.16%

0.53%

1.15%

14.40%

Managed Futures

-1.13%

0.01%

-2.36%

54.60%

Event-Driven

 

 

 

 

Credit

0.89%

1.26%

3.89%

15.93%

Mergers & Special Situations

0.61%

2.31%

6.48%

40.93%

Multi-Strategy

 

 

 

 

Multi-Strategy

0.71%

1.38%

4.26%

8.87%

Table contains estimated returns, except for the February returns, which are final.
Inception date is July 1, 2005. Index Level at inception was 100.00.


For more information about the RBC Hedge 250 Index, including historical performance information, please visit www.rbchedge250.com

BG

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: Ex-Man manager combines sustainable investing with AI/ML[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Dr. Richard Bateson, quant fund manager and physicist, has recently

  2. Other Voices: "Winner-take-all" dynamics and hedge fund investing[more]

    A growing stream of thinking in microeconomics is the concept of "winner-take-all" dynamics. The idea seems simple. A combination of networking economics and classic economies of scale creates situations where there are just a few dominant firms or economic agents who are able to capture significant

  3. Investing - How Chipotle's comeback attracted big data robots and value investors alike[more]

    From Forbes.com: When William Ackman's ailing hedge fund Pershing Square Capital Management bet $1 billion on shares in Chipotle Mexican Grill beginning in July 2016, the stakes couldn't have been higher. Pershing Square was reeling from what would eventually be a near $4 billion loss in drugmaker V

  4. Service Providers - Colemore launches fee tracking service for limited partners[more]

    Following Colmore's successful launch in January 2017, the firm has announced the launch of FAIR.. FAIR is designed to help private equity investors independently validate fees and incentives charged by underlying managers, saving time and providing an extra level of comfort. There is a glob

  5. Regulatory - 'Fist bumps' at hedge funds over Trump's tax plan[more]

    From Reuters.com: U.S. hedge fund managers began warming to President Donald Trump soon after his surprise election ignited a powerful stock market rally. Now, his dramatic tax cut plans give them even more reasons to cheer. Trump, looking to make good on pledges for sweeping tax reform, on Wednesda