Dow Jones Credit Suisse Core Hedge Fund Index down 0.41% in December

Date: Tuesday, January 10, 2012
Author: Wendy Chothia, HedgeWeek

The Dow Jones Credit Suisse Core Hedge Fund Index was down 0.41% in December as the component strategies reported mixed results.

Managed Futures and Convertible Arbitrage were the top performing strategies, up 1.82% and 1.29% respectively, while Long/Short Equity fared worst, down 2.11% over the course of the month.

The other strategies in positive territory were Emerging Markets (+0.16%) and Global Macro (+0.38%), while Event Driven (-0.95%) and Fixed Income Arbitrage (-0.40%), both lost ground.