Thursday, June 04, 2009

HFRX up 3.15% for May 2009

HFRX - Hedge Fund Research's daily hedge fund indices based on a small sample of funds - was up 3.15% for May. By comparison, MSCI World Index was up 10.08% and the S&P 500 5.59%. As you'd expect, therefore, equity related strategies performed well. Macro and diversified systematic (which seems to include managed futures) performed poorly. As usual, these are the first hedge fund results for the month - other indices may produce different figures.

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