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Opalesque Industry Update – The Dow Jones Credit Suisse Hedge Fund Index (the
“Broad Index”) finished up 0.84% for the month of August 2012.
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Index
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Aug-12
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Jul-12
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2012 YTD
|
|
Broad
Index
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0.84%
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1.42%
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4.52%
|
|
Convertible
Arbitrage
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0.44%
|
0.86%
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5.44%
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Dedicated
Short Bias
|
-4.25%
|
-0.44%
|
-14.32%
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Emerging
Markets
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0.84%
|
0.96%
|
3.88%
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Equity
Market Neutral
|
1.25%
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-0.40%
|
-0.53%
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Event
Driven
|
1.18%
|
0.74%
|
5.43%
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Distressed
|
0.88%
|
0.95%
|
6.39%
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Event
Driven Multi-Strategy
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1.32%
|
0.66%
|
5.00%
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Risk
Arbitrage
|
0.52%
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-0.51%
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0.60%
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Fixed
Income Arbitrage
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1.02%
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1.62%
|
7.47%
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Global
Macro
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0.38%
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2.14%
|
2.67%
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Long/Short
Equity
|
1.51%
|
0.55%
|
4.33%
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Managed
Futures
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-1.55%
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4.68%
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1.52%
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Multi-Strategy
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1.36%
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1.28%
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7.37%
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Performance for the Broad Index and its 10 sub-strategies is calculated monthly. August, July and
YTD 2012 performance numbers are available at www.hedgeindex.com
There were no funds added or dropped from the Dow Jones Credit Suisse Hedge Fund Index in August.
(press release)
Initial numbers:
Source Bg
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