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g*****u
发帖数: 14294 | 1 Key highlights for the month:
- Hedge Funds posted a positive start to the year, as the Dow Jones Credit Suisse Hedge Fund index rose an estimated 0.55%. Six out of ten sectors posted positive performance for the month.
- Convertible Arbitrage funds were among the top performers for the month finishing up 2.22% as managers benefitted from a rise in convertible bond prices.
- The Event Driven sector continued to post positive performance in January due primarily to increased opportunities in the special situations space. The largest gains were seen in the Distressed sub-index which gained 2.06%.
- Equity Market Neutral funds posted positive performance in January, finishing up 1.79% for the month as managers were able to capitalize on sector rotations and price reversals.
Index Jan-11 Dec-10 2010
Dow Jones Credit Suisse Hedge Fund Index0.55%2.90%10.95%
Convertible Arbitrage2.22%1.16%10.95%
Dedicated Short Bias-0.85%-5.86%-22.47%
Emerging Markets-1.70%1.50%11.34%
Equity Market Neutral1.79%1.74%-0.85%
Event Driven1.80%3.93%12.63%
Distressed2.06%2.73%10.26%
Event Driven Multi-Strategy1.71%4.78%14.36%
Risk Arbitrage1.25%1.14%3.17%
Fixed Income Arbitrage1.56%0.61%12.51%
Global Macro-1.10%2.67%13.47%
Long/Short Equity0.44%3.42%9.28%
Managed Futures-0.82%5.42%12.22%
Multi-Strategy2.07%1.70%9.29%
Dow Jones Global Index1.37%7.38%11.89%
Barclays Capital Aggregate Bond Index0.18%1.31%5.54%
DJ-UBS Total Return Commodities Index1.00%10.69%16.83% |
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