Industry Updates

Greenwich Global Hedge Fund Index increases +0.62% in November (4.90% YTD)

Thursday, December 06, 2012

Tweet
Print
Email
Track Keywords

Opalesque Industry Update - All strategies reported positive returns for November 2012.

- Event Driven and Multi-Strategy strategies were November's top performers, with Event Driven (+1.30%) outperforming Multi-Strategy funds (+1.29%) by a hair

- Long-Short Credit continued to be 2012's star performer, adding +0.73% in November, +10.53% YTD

- Futures managers are the only negative performers year-to-date (-3.01%) despite having a positive return in November (+0.13%)

Greenwich Hedge Fund Index Performance at a Glance

Greenwich Hedge Fund Index Performance at a Glance

	Total Return					3 Yr Annualized		5 Yr Annualized
	Nov12	Oct12	YTD	3Mo	1Year	CAR	S.Dev	CAR	S.Dev
Greenwich Strategy Group Indices
Greenwich Global Hedge Fund Index	0.62%	-0.42%	4.90%	1.27%	4.39%	3.73%	5.66%	2.22%	7.20%
Equity Market Neutral	0.22%	0.14%	2.32%	0.82%	2.27%	0.73%	2.80%	0.16%	3.26%
Event-Driven	1.30%	0.22%	8.39%	3.54%	8.13%	7.15%	5.91%	4.61%	7.35%
Arbitrage	0.95%	0.22%	8.41%	1.73%	8.80%	6.43%	2.70%	4.75%	5.78%
Long/Short Equity	0.51%	0.01%	6.02%	2.50%	4.73%	3.26%	9.14%	0.84%	10.25%
Futures	0.13%	-3.07%	-3.01%	-4.02%	-3.01%	0.45%	7.13%	4.55%	7.62%
Macro	0.37%	-0.67%	2.60%	0.22%	2.64%	3.15%	3.02%	2.97%	4.29%
Long/Short Credit	0.73%	0.81%	10.53%	2.87%	10.98%	9.38%	2.98%	7.20%	5.12%
Multi-Strategy	1.29%	-0.15%	6.06%	2.03%	6.01%	3.54%	4.11%	2.73%	5.77%
Comparative Benchmarks
Barclays Aggregate Bond Index	0.16%	0.20%	4.38%	0.50%	5.53%	5.70%	2.67%	6.05%	3.52%
S&P 500	0.58%	-1.85%	14.96%	1.27%	16.13%	11.25%	15.31%	1.34%	19.04%
MSCI World Equity Index	1.07%	-0.76%	11.24%	2.84%	11.05%	4.61%	17.09%	-3.97%	20.86%
FTSE 100	1.45%	0.71%	5.29%	2.72%	6.56%	4.17%	13.87%	-1.82%	17.08%

* The table contains initial estimates. Firm estimates for all indices will be published mid-month. The GGHFI current month return will be finalized on the third business day of January.

Press release

www.greenwichai.com

Article link