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The overall HFRX Global Hedge Fund Index was up 0.37 per cent for July, and also up 8.46 per cent for the year to end-July


The Relative Value Index was the best performer in July among the HFRX Single Strategy Indices, with an ROR of 0.86 for the month, followed closely by the Macro Index, with an ROR of 0.85 for July.


The Convertible Arbitrage Index reported a poor performance for the sector, with an ROR of -2.26 per cent for July, followed by the Equity Market Neutral Index with an ROR of -1.94 for July.


Over the 7 months to end-July, the Distressed Securities Index was the best performer, with an ROR of 12.28 per cent, followed by the Event Driven Index, which was up 10.92 per cent, and the Equity Hedge Index, which was up 10.70 per cent.


Background Note: The HFRX Indices consist of eight single strategy indices and an asset-weighted Global Hedge Fund Index each calculated from a consistent index methodology. The HFRX Global Hedge Fund Index is designed to be representative of the overall composition of the hedge fund universe and is built on a 'strategy-up' basis from the eight single strategy indices. The individual strategy indices and the Global Hedge Fund Index, which are rebalanced on a quarterly basis, have each  been designed to offer daily pricing, consistent fund selection, stringent risk management and strict reporting standards. All indices are comprised of hedge funds that are open for investment.


The daily HFRX Indices can be viewed at www.hedgeweek.com


Copyright Hedgeweek - 2003


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