| 12.03.2012 B of A Merrill Lynch: global diversified hedge fund index average up 1.53% in February (3.80% YTD) |
| Opalesque Industry Update - Mary Ann Bartels, head of US Technical Analysis at Bank of America Merrill Lynch reports that the Global diversified HF index was up 1.53% in February. However, the investible index was down 0.38% for the week ending March 7. Convertible Arbitrage performed the best and was up 0.44% - the only strategy up for the week. CTA Advisors performed the worst, down 0.62%. Press Release bc |