| Opalesque Industry Update – The Dow Jones Credit Suisse Hedge Fund Index (the "Broad Index") finished November down 0.79%.
|
Category
|
Nov 2011
|
Oct 2011
|
YTD 11
|
|
Dow Jones Credit Suisse Hedge Fund Index
|
-0.79%
|
1.73%
|
-2.31%
|
|
Convertible Arbitrage
|
-0.60%
|
1.18%
|
0.50%
|
|
Dedicated Short Bias
|
-0.17%
|
-9.59%
|
2.17%
|
|
Emerging Markets
|
-2.69%
|
3.70%
|
-6.03%
|
|
Equity Market Neutral
|
0.09%
|
2.76%
|
5.00%
|
|
Event Driven
|
-1.05%
|
2.56%
|
-8.35%
|
|
Distressed
|
-1.20%
|
1.99%
|
-4.19%
|
|
Multi-Strategy
|
-0.97%
|
2.90%
|
-10.85%
|
|
Risk Arbitrage
|
-0.27%
|
1.91%
|
1.19%
|
|
Fixed Income Arbitrage
|
0.50%
|
0.14%
|
4.29%
|
|
Global Macro
|
-0.03%
|
0.18%
|
5.98%
|
|
Long/Short Equity
|
-1.48%
|
4.45%
|
-6.48%
|
|
Managed Futures
|
0.18%
|
-5.06%
|
-4.94%
|
|
Multi-Strategy
|
-0.89%
|
2.05%
|
1.69%
|
Performance for the Broad Index and its ten sub-strategies is calculated monthly. November, October and YTD performance numbers are listed above and are available at www.hedgeindex.com. BG |