Industry Updates

HFRU Composite Index up 0.66% in February

Tuesday, March 05, 2013

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Opalesque Industry Update - HFR's HFRU Indices revealed that the composite index increased by 0.66% in February, while the Equity Hedge Index rose +1.17% in February with contributions from exposure to European, Asian (Japan & China) and Emerging Markets equities, with additional sector contribution from Statistical Arbitrage, Technology, Health care and small cap exposures.

HFRU Relative Value Index gained +0.62% in February, with gains across Convertible Arbitrage, including both directional credit and volatility exposures, as well as Global Fixed Income, Emerging Markets, Reals Estate and Derivative trading strategies. Gains were partially offset by mixed performance across Commodity and Volatility Arbitrage exposures.

HFRU Event Driven Index gained +0.58% in February, with contributions from European Merger Arbitrage and Distressed exposure, with additional contributions from Asian special situations exposures and basis arbitrage in credit default derivatives.

HFRU Macro Index gained +0.12% in February, with contributions from Currency and Emerging Markets exposure, partially offset by mixed performance by Systematic short-CTA and Active Trading strategies.

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