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 The Distressed Securities Index was once again the strongest performer among the HFRX Hedge Fund Indices in the week ended 12 January 2004, recording a gain of 0.88% over the week.
It was followed by the Convertible Arbitrage Index, which returned 0.83% over the week. The worst performer was the Relative Value Arbitrage Index, which returned -0.16% over the week, followed by the Event Driven Index, which returned 0.08% over the week.
HFRX Hedge Fund Indices Performance 5 - 12 January:
HFRX Global Hedge Fund Index        0.41%
HFRX Convertible Arbitrage Index      0.83%
HFRX Distressed Securities Index     0.88%
HFRX Equity Hedge Index                0,61%
HFRX Equity Market Neutral Index    0.39%
HFRX Event Driven Index                  0.08%
HFRX Macro Index                           0.44%
HFRX Merger Arbitrage Index            0.38%
Relative Value Arbitrage Index           -0.16%
Background Note: The HFRX Hedge Fund Indices provide investors with accurate reference for true Hedge Fund single Strategy performance on a daily basis. HFRX Hedge Fund Indices are designed to be representative of the overall hedge fund universe and its major component strategies. Construction of the Global Hedge Fund Index and each HFRX Strategy Index employs state-of-the-art quantitative techniques and qualitative analysis. HFRX Indices are calculated and owned by Hedge Fund Research, Inc. using its proprietary methodology. 

copyright hedgeweek 2004



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