Friday, April 09, 2010

HFRI Preliminary Performance March 2010

It was a good month for hedge funds. The HFRX Daily Index reports a 1.38% gain for March. But the HFRI (which includes more funds) reports a 2.70% gain. The only HFRI strategy that lost money was short bias, while a couple of HFRX strategies had negative returns. Equity market neutral was a weaker strategy this month returning 0.69% (HFRI) or -0.04% (HFRX) as was merger arbitrage: 0.95% or 0.73%. All other major HFRI strategies returned from 1 to almost 4%

No comments: