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Opalesque Exclusive: An early look at March`s HF returns denotes negative Q1 Benedicte Gravrand, Geneva: An early look at March`s HF returns reveals a colour we do not want to see; The HFRX indices tables are practically filled with red. The HFRX Global Hedge Fund Index returned -0.11% DTD, -2.51% MTD and -2.83% YTD – the other global indices having fared negatively as well except for the HFRX Equal Weighted Strategies Index which returned 0.02% DTD (but -1.7% MTD).

Most HFR Strategy indices fared negatively DTD, MTD and YTD, except for the HFRX Distressed Securities Index which returned 0.17% DTD (-1.22% MTD), the HFRX Equity Market Neutral Index at 0.83% DTD and 1.62% MTD and the HFRX Relative Value Arbitrage Index at 0.02% DTD (but -3.68% MTD).

All HFRX Global Currency Indices have fared negatively DTD, MTD and YTD. Tables: Source

The same goes for the Dow Jones Hedge Fund indices, especially with the MTD estimated returns. Out of 6 strategies, only one performed positively (MTD est.); the Equity Market Neutral index, which returned 0.04%. The worst performance comes from the Convertible Arbitrage index at -4.14%. Tables: Source

On a more positive note, the Eurekahedge Hedge Fund Index returned......................

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