04.04.2012 Dow Jones Credit Suisse Core Hedge Fund Index closed down 0.82% in March (+2.75% YTD)
Opalesque Industry Update – The Dow Jones Credit Suisse Core Hedge Fund Index closed down 0.82% in March as most of the index component strategies reported negative results for March 2012.

Index

Mar-12

Feb-12

YTD 2012

Dow Jones Credit Suisse Core Hedge Fund Index

-0.82%

1.31%

2.75%

Convertible Arbitrage

0.18%

2.34%

6.09%

Emerging Markets

-0.98%

1.83%

2.64%

Event Driven

-0.02%

1.47%

4.39%

Fixed Income Arbitrage

0.05%

0.43%

1.42%

Global Macro

-0.06%

0.93%

2.84%

Long/Short Equity

-2.54%

2.05%

2.65%

Managed Futures

-2.11%

0.69%

-0.50%

The Dow Jones Credit Suisse Core Hedge Fund Index provides daily published index values which seek to enable investors to track the impact of market events on the hedge fund industry. March, February and year-to-date 2012 performances are listed above and are available at www.hedgeindex.com.

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