RBC Hedge 250 Index returns 1.02% in November |
Date: Wednesday, December 16, 2009
Author: HedgeWeek
The RBC Hedge 250 Index had a net return of 1.02 per cent in
November, bringing the year-to-date return of the index to 18.48 per cent.
These returns are estimated and will be finalised by the middle of next
month. The return for October 2009 has been finalised at -0.18 per cent. The best performing strategy in November was managed futures, which gained
3.50 per cent. Also posting positive performances were fixed income arbitrage (1.29 per
cent), equity long/short (0.90 per cent), macro (0.57 per cent), credit (1.39
per cent) and mergers and special situations (1.54 per cent). The worst performing strategy was equity market neutral, which fell 1.21 per
cent. Convertible arbitrage also fell by 0.96 per cent. The RBC Hedge 250 Index is an investable benchmark of the performance of the
hedge fund industry.
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