Opalesque Industry Update - HFRU Relative Value Arbitrage Index posted a decline of -0.13% through mid-December, with positive contributions from Volatility and hedged European exposures offset by declines in Emerging Markets and Global Fixed Income managers. HFRU Event Driven Index posted a decline of -0.26% through mid-December, with positive contributions from Merger Arbitrage strategies and select European and Asian special situations equities offset by declines in global credit strategies. HFRU Macro Index posted a decline of -0.33% through mid-December, with positive contributions from Systematic Diversified/CTAs, Volatility and Discretionary Currency exposures offset by Discretionary Energy and Commodity sensitive strategies.
HFRU Equity Hedge Index posted a decline of -1.15% through mid-December, with declines concentrated in Emerging Markets including Russia, Eastern Europe and Brazil only partially offset by gains in exposure to Western Europe and Market Neutral strategies. |
Industry Updates
HFRU Hedge Fund Composite Index down -0.66% in mid-December (+3.85% YTD)
Tuesday, December 23, 2014
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