Industry Updates

Greenwich Global Hedge Fund Index returns +0.55% in February (+2.43% YTD)

Wednesday, March 06, 2013

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Opalesque Industry Update - Greenwich Alternative Investments report that hedge funds show mixed results for February, but all strategies remain positive year to date.

Initial estimates reveal February’s leading strategy is Event-Driven (+1.18%), followed by Long-Short Equity (+1.04%); both strategies were top performers in January as well. Futures managers continue to struggle to maintain gains, losing -0.59% in February. This is now the only primary strategy reporting a negative 12 month return (-3.46%) on average.

Long-Short Credit (-0.38%) and Multi-Strategy (-0.21%) managers also posted marginally negative initial results for February, in what was a difficult environment for many hedge funds.

Greenwich Strategy Group Indices
	Feb	Jan	YTD	1Year
Greenwich Global Hedge Fund Index	0.55%	2.43%	2.99%	4.49%
Equity Market Neutral	0.83%	1.06%	1.90%	2.89%
Event-Driven	1.18%	2.59%	3.80%	8.99%
Arbitrage	0.83%	1.33%	2.17%	7.62%
Long/Short Equity	1.04%	3.53%	4.61%	5.64%
Futures	-0.59%	1.14%	0.54%	-3.46%
Macro	0.69%	1.88%	2.58%	3.85%
Long/Short Credit	-0.38%	1.49%	1.10%	10.18%
Multi-Strategy	-0.21%	1.81%	1.60%	3.35%

Barclays Aggregate Bond Index	0.50%	-0.70%	-0.20%	3.13%
S&P 500	1.36%	5.18%	6.61%	13.46%
MSCI World Equity Index	-0.02%	5.00%	4.98%	8.20%
FTSE 100	1.34%	6.43%	7.85%	8.33%