Final performance for the Dow Jones Credit Suisse Hedge Fund Index (“Broad Index”) is confirmed up 2.90% in December and up 10.95% YTD
Oliver Schupp, President of Credit Suisse Index Co., Inc., said, “The Dow Jones Credit Suisse Hedge Fund Index rose 2.90% in December, with nine out of ten sectors posting positive performance for the month. Managed Futures was the best performing sector, finishing up 5.42%. Positive performance was also seen in the Event Driven sector, which finished up 3.93%, however Global Macro remains the strongest performing sector in 2010 after posting positive performance of 2.67% in December.”
Performance for the Broad Index and its ten sub-strategies is calculated monthly. December, November and year-to-date performance numbers are listed below and are available at
www.hedgeindex.com.
| Category |
Dec 2010 |
Nov 2010 |
YTD 10 |
| Dow Jones Credit Suisse Hedge Fund Index |
2.90% |
-0.18% |
10.95% |
| Convertible Arbitrage |
1.16% |
0.04% |
10.95% |
| Dedicated Short Bias |
-5.86% |
-2.36% |
-22.47% |
| Emerging Markets |
1.50% |
-0.38% |
11.34% |
| Equity Market Neutral |
1.74% |
-2.51% |
-0.85% |
| Event Driven |
3.93% |
0.15% |
12.63% |
| Distressed |
2.73% |
0.33% |
10.26% |
| Multi-Strategy |
4.78% |
0.04% |
14.36% |
| Risk Arbitrage |
1.14% |
-1.44% |
3.17% |
| Fixed Income Arbitrage |
0.61% |
0.74% |
12.51% |
| Global Macro |
2.67% |
-0.52% |
13.47% |
| Long/Short Equity |
3.42% |
0.46% |
9.28% |
| Managed Futures |
5.42% |
-4.11% |
12.22% |
| Multi-Strategy |
1.70% |
0.30% |
9.29% |
