Sat, Apr 21, 2018
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Greenwich Global Hedge Fund Index increases +0.62% in November (4.90% YTD)

Thursday, December 06, 2012
Opalesque Industry Update - All strategies reported positive returns for November 2012.

- Event Driven and Multi-Strategy strategies were November's top performers, with Event Driven (+1.30%) outperforming Multi-Strategy funds (+1.29%) by a hair

- Long-Short Credit continued to be 2012's star performer, adding +0.73% in November, +10.53% YTD

- Futures managers are the only negative performers year-to-date (-3.01%) despite having a positive return in November (+0.13%)


Greenwich Hedge Fund Index Performance at a Glance

Greenwich Hedge Fund Index Performance at a Glance

 

Total Return

3 Yr Annualized

5 Yr Annualized

 

Nov12

Oct12

YTD

3Mo

1Year

CAR

S.Dev

CAR

S.Dev

Greenwich Strategy Group Indices

Greenwich Global Hedge Fund Index

0.62%

-0.42%

4.90%

1.27%

4.39%

3.73%

5.66%

2.22%

7.20%

Equity Market Neutral

0.22%

0.14%

2.32%

0.82%

2.27%

0.73%

2.80%

0.16%

3.26%

Event-Driven

1.30%

0.22%

8.39%

3.54%

8.13%

7.15%

5.91%

4.61%

7.35%

Arbitrage

0.95%

0.22%

8.41%

1.73%

8.80%

6.43%

2.70%

4.75%

5.78%

Long/Short Equity

0.51%

0.01%

6.02%

2.50%

4.73%

3.26%

9.14%

0.84%

10.25%

Futures

0.13%

-3.07%

-3.01%

-4.02%

-3.01%

0.45%

7.13%

4.55%

7.62%

Macro

0.37%

-0.67%

2.60%

0.22%

2.64%

3.15%

3.02%

2.97%

4.29%

Long/Short Credit

0.73%

0.81%

10.53%

2.87%

10.98%

9.38%

2.98%

7.20%

5.12%

Multi-Strategy

1.29%

-0.15%

6.06%

2.03%

6.01%

3.54%

4.11%

2.73%

5.77%

Comparative Benchmarks

Barclays Aggregate Bond Index

0.16%

0.20%

4.38%

0.50%

5.53%

5.70%

2.67%

6.05%

3.52%

S&P 500

0.58%

-1.85%

14.96%

1.27%

16.13%

11.25%

15.31%

1.34%

19.04%

MSCI World Equity Index

1.07%

-0.76%

11.24%

2.84%

11.05%

4.61%

17.09%

-3.97%

20.86%

FTSE 100

1.45%

0.71%

5.29%

2.72%

6.56%

4.17%

13.87%

-1.82%

17.08%

* The table contains initial estimates. Firm estimates for all indices will be published mid-month. The GGHFI current month return will be finalized on the third business day of January.

 


Press release

www.greenwichai.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. Investing - Sequoia takes Facebook stake as shares slide in data controversy, $1.4b hedge fund sees intact fundamentals for Facebook, Jim Cramer reveals some 'suggested hedge fund trades' amid the Trump tariffs[more]

    Sequoia takes Facebook stake as shares slide in data controversy From Bloomberg.com: The $4.2 billion Sequoia Fund bought a small position in Facebook Inc. as the stock slid late in the first quarter, investment manager Ruane, Cunniff & Goldfarb told clients. "The recent controversy enab

  2. Activist Investors - Blue Sky-owned Wild Breads faces uncertain future[more]

    From AFR.com: A Blue Sky private equity investment in artisan-style baker Wild Breads enjoyed multiple valuation upgrades despite losing millions and breaching its lending covenants, accounts lodged with the regulator last week show. Wild Breads lost $2.4 million in 2017, but Blue Sky ascribed a hig

  3. Opalesque Exclusive: Barnegat to close hedge fund to outside investors on weak opportunities[more]

    Komfie Manalo, Opalesque Asia: Bob Treue's Barnegat Fund Management said it is closing its $666m fixed income relative value hedge fund to outside investors. "The negative side to gains in Fixed Income Arbitrage is that unless we find new opportunit

  4. Investing - Hedge fund makes a big bet on malls, British hedge fund manager Odey short UK government bonds on QE bet[more]

    Hedge fund makes a big bet on malls From Barrons.com: The dominant narrative on American shopping malls is that they're dead. Crushed by Amazon.com, many brick-and-mortar retail stores are destined for bankruptcy. And where is the most retail, clustered all together? Malls. From a

  5. Performance - Hedge funds suffer first back-to-back loss in two years, Netflix performance burns hedge fund short sellers, Macro hedge fund up 14.5% in first quarter sees dollar falling, Renaissance Technologies rebounds across hedge funds in March[more]

    Hedge funds suffer first back-to-back loss in two years From Bloomberg.com: Hedge Fund returns sank for a second straight month in March, the first back-to-back loss since the first two months of 2016, as trade wars, tech-sector woes and a Fed rate hike dragged down the S&P 500 from its