Thu, Apr 17, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Greenwich Global Hedge Fund Index down -1.48% in May (+2.30% YTD)

Wednesday, June 06, 2012
Opalesque Industry Update - Greenwich Alternative Investments announced today that the Greenwich Global Hedge Fund Index dropped 1.48% in May, reducing its year to date performance to +2.30%.

Managed futures strategies performed best last month (+2.70%), followed by global macro funds (+1.38%). Long/Short equity managers declined 3.56% on average, lagging all other strategies.

Strategy Index May YTD



Greenwich Global Hedge Fund Index -1.48% 2.30%



Equity Market Neutral -1.53% 0.15%
Event-Driven -2.77% 1.86%
Arbitrage -0.38% 3.18%
Long/Short Equity -3.56% 2.03%
Futures 2.70% 2.17%
Macro 1.38% 2.76%
Long/Short Credit -0.54% 4.06%
Multi-Strategy -1.60% 2.36%

The Greenwich Global Hedge Fund Index is one of the oldest benchmarks of the hedge fund universe. Full Strategy and Regional results for May will be available in mid-June, once additional funds have submitted returns. Final returns for May will be posted in early July. Past performance and indices construction rules for all Greenwich Hedge Fund Indices may be viewed at www.greenwichai.com.

fg

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Banner
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. Opalesque Exclusive: European stock-picking fund up 19% YTD, bets on small caps’ high cash level[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Here is a European long/short equity fund that has been beating the odds since its 2008 inception by employing its own investment model, frequent company visits

  2. CTAs could face new challenges in a rising rates environment[more]

    Bailey McCann, Opalesque New York: CTAs have taken a beating performance wise lately, and asset flows reports show that investors aren't sticking around to see how the movie ends. Now, a new white paper from Roy Niederhoffer and Coen Weddepohl notes that as interest rates start to tick back u

  3. Investing – Big hedge funds bought Puerto Rico's junk bonds, Fidelity explores new trading venue amid flash trade concerns, Crisis-era Greek bonds reward early buyers with big effective returns, Cargill unit discloses stake in Freddie preferred[more]

    Big hedge funds bought Puerto Rico's junk bonds From Reuters.com: Several large hedge funds doubled down on Puerto Rico in last month's giant bond sale despite the U.S. territory's financial struggles, the Wall Street Journal reported, citing confidential documents reviewed by the newspa

  4. Opalesque TV: First Trust Advisors launches liquid alternatives platform[more]

    Bailey McCann, Opalesque New York: First Trust Advisors is launching a new liquid alternatives platform aimed at building on the companies existing alternative ETFs offering by adding hedged mutual funds. Senior Portfolio Managers Rob Guttschow and John Gambla recently sat down in an

  5. Commodities – Popular value fund manager David Iben bets on Russia, gold,[more]

    From Reuters.com: With large bets on Russia and North American gold miners, one of the best performing stock pickers in the wake of the 2008 financial crisis is back with a new fund that reflects his deep aversion to following the crowd. In the Kopernik Global All-Cap Fund, David Iben is follo