Dow Jones Credit Suisse Hedge Fund Index Up 10.95% In 2010 |
Date: Wednesday, January 19, 2011
Author: Press Release
"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," said Oliver Schupp, President of Credit Suisse Index Co.
Performance for the Broad Index and its ten sub-strategies is calculated monthly. December and year-to-date performance numbers are listed below.
| Index |
Dec. |
2010 |
| Broad Index | 2.90% | 10.95% |
| Convertible Arbitrage | 1.16% | 10.97% |
| Dedicated Short Bias | -5.86% | -22.45% |
| Emerging Markets | 1.50% | 11.33% |
| Equity Market Neutral | 1.74% | -0.84% |
| Event Driven | 3.93% | 12.64% |
| Distressed | 2.73% | 10.26% |
| Event Driven Multi-Strat | 4.78% | 14.36% |
| Risk Arbitrage | 1.14% | 3.15% |
| Fixed Income Arbitrage | 0.61% | 12.48% |
| Global Macro | 2.67% | 13.45% |
| Long/Short Equity | 3.42% | 9.27% |
| Managed Futures | 5.42% | 12.20% |
| Multi-Strategy | 1.70% | 9.28% |
| Dow Jones Industrial Average* | 5.33% | 14.06% |
| Dow Jones World Index | 7.38% | 11.89% |
No funds were added to the Broad Index in December. The Broad Index is
constructed using the Credit Suisse database of more than 8,000 hedge
funds. It includes both open and closed funds located in the U.S. and
offshore, but does not include fund of funds.
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