08.08.2008 Indices: Opalesque Exclusive: Indices round-up for July, Greenwich Global hedge fund indices: Hedge funds lost 2.31% in July, 3% YTD, Hennessee Hedge Fund Index declined -1.95% in July, (-3.23% YTD), HFRI Fund Weighted Composite Index down -2.35% in July, -3.5% YTD, HFRI Fund Weighted Composite Index down -2.35% in July, -3.5% YTD, Parker FX Index up 0.17% in June, top performer: Dominion Foreign Exchange Program up +3.52%, Barclay Indexes: CTA index averaged 1.99% in June, HF index -1.67% (est.), Dow Jones Hedge Fund indexes, estimated returns: only one posted gains, July worst month of the year
Opalesque Exclusive: Indices round-up for July From the Opalesque Team: Whilst the Greenwich index went down 2.31%, the Hennessee index returned -1.95%, the HFRI Fund Weighted Composite Index returned -2.35%, the Barclay HF index returned -1.84% and the Dow Jones HF indexes returned an estimated average of -0.78%. That’s about -1.84% on average for the month of July. We hope for a September
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