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HFRU Index up 0.28% to mid-August, up 1.41% year to date

Wednesday, August 21, 2013
Opalesque Industry Update - UCITS compliant Hedge funds posted gains, with the HFRU Hedge Fund Composite Index gaining +0.28% through mid-August.

HFRU Equity Hedge Index posted a gain of +0.51% through mid-August, with contributions from European and Emerging Asian exposure, partially offset by declines in positioning in Brazil, USA and India.

HFRU Macro Index posted a gain of +0.27% through mid-August, with contributions from Systematic Commodity strategies; gains were concentrated in Currencies and Metals which were partially offset by declines Global Discretionary managers.

HFRU Relative Value Arbitrage Index posted a gain of +0.05% through mid-August, with positive contributions from European and Asian Credit strategies and Equity Special Situations partially offset by declines in Global Merger Arbitrage managers and idiosyncratic Emerging Markets Fixed Income exposure.

HFRU Event Driven Index posted a decline of -0.15% through mid-August, with positive contributions from European and Asian Credit strategies and Equity Special Situations partially offset by declines in Global Merger Arbitrage managers and idiosyncratic Emerging Markets Fixed Income exposure.

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