19 Jan 2012
The Dow Jones Credit Suisse Core Hedge Fund Index made an overall loss in December of -0.41%, bringing year to date (YTD) performance to -7.40%. Managed futures funds were up 1.82% and convertible arbitrage also up 1.29% for the month. The lowest performing funds included long/short equity, which was down -2.11% and event driven, down -0.95%.
The Dow Jones Credit Suisse Hedge Fund Index was also down for the month by -0.22%, YTD performance down -2.52%. Within this index, highest performers included: dedicated short bias, up 1.65% and managed futures which posted returns of 0.79%. Lowest performing funds included multi-strategy, event driven: down -1.25% and long/short equity which was down -0.88%.
Dow Jones Credit Suisse Investable Index made a positive overall return of 0.15%, bringing YTD performance to -2.84%.
The Dow Jones Credit Suisse Hedge Fund Index was also down for the month by -0.22%, YTD performance down -2.52%. Within this index, highest performers included: dedicated short bias, up 1.65% and managed futures which posted returns of 0.79%. Lowest performing funds included multi-strategy, event driven: down -1.25% and long/short equity which was down -0.88%.
Dow Jones Credit Suisse Investable Index made a positive overall return of 0.15%, bringing YTD performance to -2.84%.
